Not necessarily. Is it inflated and just "lying on the bottom"? If so, it's just acclimating itself. Give it time, some anenomes will take a week or more to acclimate.
Is it deflated and have a white, milky substance coming out of it? If so it's dead. Get it out of your tank FAST. When dead, sebaes disintegrate pretty quickly and can be VERY messy to try to clean up. Of course, if it is dead,follow the claim procedures that SWF.com sends with all livestock to replace it/receive a refund.
Jim