Hello MsNorris, ideally what you should have done first is amend your backyard soil if it is too clayish by mixing in pumice so the roots will have good airflow and drainage at root zone. Making a mound will help too so your plant's roots will not be too saturated when our winter rains arrive.
It is still salvageable, after you have made some amendments to your planting area, and planted it, give it about a few days, and water very well. During our long dry months with intermittent heat waves, succulents go quite thirsty, and when they are new, it is still trying to acclimate to the area and get established. I hope that area is part sun, I find Sedums tend to burn when exposed to our direct sun and thermal temps. Come late Fall-winter to early Spring, it enjoys the sun, since the temps are much cooler.