It sounds like the calf is slow in developing the sucking reflex. Continue your method of feeding and the calf will eventually learn to suck on its own. If not, try teaching it to drink the milk from a bucket.
This calf has undoubtedly suffered some stress if she's been shipped to your farm. I wouldl also suggest that she received fluids either by an esophageal tube or intravenously. Her lack of desire to eat may be due to weakness brought on by dehydration. I would have your veterinarian evaluate the calf. With the high value of today's calves it certainly is worth the expense.
Dave Fischer, U of I Dairy Educator - Illini DairyNET
Robert James, Virginia Tech Dairy Extension