I think everyone would be very surprised at how quickly they adapted. Many of the things we have today were imagined in some form or another long, long ago. What's more they were imagined to exist at the time just in a land far, far away. I think people are forgetting that though these were people who were incredibly uneducated by our standards and lived in a very different world, they were still people.
They weren't less intelligent than us, just more ignorant or very differently educated. Someone used an example above of thinking of them like an immigrant from a vastly different culture. I think that's the most appropriate way of looking at it. Would an immigrant from say a remote traditional African tribe or maybe the people of the Andaman islands act like an insane person running at cars and freaking out? I doubt it, more likely they would be curious and amazed and attempt to adapt in some way by trying to find something familiar to them. And theirs are cultures even more divorced from our own being hunter gatherer societies. A medieval person would recognize many things in our world, roads, shops, buildings, churches, modes of dress, animals, lights, even cars wouldn't be a foreign concept entirely. Though I'm sure seeing them move without animals would be a shock, their function would be pretty clear. Seeing so much light would be dazzling but it's not like they wouldn't get the point of it. I truly think they would simply believe they were in some foreign kingdom in their own time. It would be the most plausible explanation to them. Would they act like an insane person attacking people or running around breaking into buildings? No, because they came from a society of laws just like us, if very different laws.
Someone above said they would likely find themselves in trouble with the law. Possibly, but think about yourself in this situation. Would you do anything out of order if you were suddenly whisked away to some strange country? You'd probably try to stay as inconspicuous as possible, by doing as others do. It's still possible they might break a law by accident, though I can't think of too many laws that we have that they wouldn't be able to relate to in some way. Maybe jaywalking or public urination, though not seeing anyone relieve themselves anywhere might clue them in that such things aren't done. Even vagrancy had a form of existence in their time if only in the sense that people sitting around might be told to shove off by whoever owned the place they were sitting. Hell, even public parks were a thing, actually what would probably happen is they'd be arrested for bathing in a public fountain.
Even if they did get in trouble with the law, most likely unless it was something serious they would be let off or given a warning as many police don't want to try to deal with an immigrant who doesn't speak the language and doesn't know the rules. I've seen this happen dozens of times. The officer will tell the person off, the person will nod a great deal maybe say "ok" or "yes" then the officer will speak slowly and clearly and let the person go and unless the person does it again right then that's the end of it.
So the person would do what any of us would do, try to adapt. Learn enough of the language to get by, resort to begging, look for ways to earn money or food and if from the christian world seek out a church, or a mosque or synagogue if of those faiths. Then live as best they can in their new world.