When new plants I buy get wilted like that... I usually just water them pretty thoroughly and put them in a somewhat shady area. Not full shade or anything but they usually perk right back up within a few hours even

I would protect it in partial shade or shade and out of the wind for a couple days and make sure it doesn't dry out (but don't over-water, lamb's ear doesn't like too much water).

These are so tough. I pull stalks up and move them even in full sun. Water good and forget them. Plant where you want. They will perk up within a week.