Give it some time- i'm in zone 4 also and my clematis is just barely starting too. Often times nurseries "over winter" their stock outdoors or in cooler storage area so it may be more on Mother Nature's timeline than what you see at the big box stores. Big box stores often have things that started in a greenhouse so they'd be "ahead" of what is natural for our climate this early in the growing season. Good luck and enjoy your clematis!

Should I keep it in its container? Should it stay indoors or perhaps set it outside part of the day?

Do you have plans for where it will be planted? Read up on the sun and root protection needed for these: it will need to be outdoors to get enough sun, (but keep the roots from baking by planting something to sahde the roots in from of it, but not on the root so the roots can still breathe). I wouldn't keep it indoors any longer (unless we get some late season cold snaps, then bring it in for the night). if you bought it at the nursery, I'm assuming it was outdoors already (so you don't need to do a lot of hardening off), but it's good to slowly get it used to it's new home by extending the time it sits in the new location by a few hours over then next few days. Watch your forecast, and if it looks like good temps (above 40 at night) then I'd try tp put it in the long-term home in the ground (or large container if you don't plan on growing it in the ground) within a week.

I wouldn't worry about the size, engrgirl hit it right on the nose with the difference between local nurseries and big box stories in my opinion.

Since people have mentioned growing it in a pot I just want to mention if you do grow it in a pot you'll need to either bury the pot over winter or put it in an unheated space like a garage to overwinter. When I first started gardening my Mother-in-law bought me a clematis as a house warming gift and I grew it in a big pot and left it outside overwinter and killed it.

I would also recommend putting a ring of chicken wire around it to keep it from being nibbled on or stepped on if you plant it directly into the ground!

Enjoy your new clematis! :)

By the Monday after I had posted my question, this clematis had shot up and sprouted some leaves. I have it planted in the garden now... so far, so good.