I would recommend acclimating to a holding tank and letting them rest there until they look healthy. You will then want to dip as appropriate (Bayer for SPS, light lugols for LPS) and put them into another "clean" quarantine tank as you continue to inspect/evaluate them. You may want to run an antibiotic in the LPS holding tank as "brown jelly" type disease can be fairly common with wild wholesale LPS. Likewise, you will want to watch the SPS for any pests and treat as needed. Once they look good and you are sure you've eliminated the pests/disease you can put them in your display.
This may sound extreme but there are many risks with wild corals and you have to think about the long term implications with your display tank. Wholesalers and many retailers don't mind the risks because they will throw away the sick ones and hope to quickly flip the others. Likewise, they have many tanks, so if they have to take one down and re-boot it its not a big concern. With a hobbyist doing this it can go sideways quickly if you only have one tank and are thinking of filling it with wild corals with unknown issues.
Hope that helps!