Late fall is a good time to plant hydrangea. Especially in your southern area, you want to plant it in an area that gets some morning sun, but is protected from hot afternoon sun (afternoon shade). Water it in well, but be sure it is in well draining soil that isn't going to stay soggy.
How lovely to have some one giving you free plants! But that one being so tiny, you will need to take care of it for a year or so, til it gets better established.