I'm not going to yell and no one else should yell either, but just because there were no pigs in rescue/shelters near you doesn't mean that you couldn't have found one either through petfinder, craigslist or your local newspaper. You didn't have to buy the pig.
Now read
www.cavyspirit.com/sociallife.htm. This is important and will answer your questions about the noises. Also you definately need to quarantine your new pig in a separate cage in a separate room for the minimum of 3 weeks. You should not have let them near each other at all as of yet.