Most varieties are in full bloom right now in our Zone 7. "Sternii" seems to be the last one but even it is unfurling it's petals. Depending on the variety, a first year hellebores may not bloom, however. You might need to wait till next year, or even the year after.

It might depend how much snow cover you had and if the ground was frozen. I am in zone 6b, near Philadelphia and the buds are definitely sitting above ground level. They are not yet flowering but will be soon with the mild weather we are having.

How old was the plant that you got? Mine take at least 3 years to bloom here in Georgia.
mary