I would absolutely worm and vaccinate them. Give 'em a few days to settle down, settle in, and recover from the stress, then worm and vaccinate them. Ivermectin - either pour-on or injectable, or Cydectin will get the job done for you. As far as vaccines, my area is different than yours so I can't suggest a vaccine protocal. You probably want to talk to your vet about that, but I would suggest you ask about Black Leg, and IBR in particular. You probably also want to think about Warbexing, so talk to your vet about heel-fly season in your area(it varies from region to region) and when would be the best time to treat for grubs. If you treat for grubs at the wrong time of year, you run the risk of killing your animals.