Re: Sick baby?
What kind of laying down? Laying on her side or stretched out? Or on all fours with her "visor" lowered a bit? The last is normal, the other two are not.
Remember that they're nocturnal, so she won't be getting up (usually) to poop or pee during the day. Usually they will poop and pee on the wheel during the night. You'll wake up and find it covered (and sometimes the walls nearby spattered with it).
Sometimes young hedgies will get up to eat during the day, but if she was running all night, she will sleep all day.
About the sneezing, she's settling in to a new environment and there may be things she's sensitive to.
I do agree that the vet visit is a good idea...just don't want you to panic too much in the meantime. If she's never had her own wheel before, then a lot of times when they get the wheel, they're so crazy about it that they use it nonstop to the point of even getting sores on their feet.