A 29Gal isn't going to be enough for 4 full grown pims...Due to their diet they are messy fish and over filtration is a good idea. They need plenty caves/rocks/over hanging plants for shelter. Pictus cats will do poorly in tanks with unstable conditions and can be prone to Ich. They do better in established tanks....
Saying that....Pims tend to act a little strange when introduced into new tanks. Give them awhile to settle in and they will wander around the rest of the tank....Definately get them LOTS of hiding places...a 29gal doesnt have a lot of space for them so make sure they can each have there own little section.
If your tank isnt cycled then i'd definately agree with @ombomb and take them back...they are not a fish to go through a cycle.
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