First thing is obviously ensure your property is fully secure. Low fences etc are easily cleared by a good jumper and frequently you will find a rescue dog has been used to jumping to get to higher ground or out or unpleasant situations.
Secondly, start as you mean to go on. As much as the temptation might be, dont molycoddle the dog.
It will be very tempting to let it get away with things on the first few days but you must remain strong and treat it as you would a dog you have had for years.
Some rescue dogs find an exclosed space very comforting so in this instance a kennel would be advisable. They feel happy with the walls and ceiling around them….no one can get them!
Basically enjoy your dog. It may not be an easy ride for the first couple of weeks or so but remain patient and remain strong.