The black light is not necessary at all. you would do best to just let him/her hang out in the enclosure for at least a week before trying to do anything, just to reduce stress and let her get acclimated and used to her new home. It is very possible that he/she may eat, as both of mine did within a day of each being brought home. but other than that necessity, I would let the little one just have some time to relax.
As far as feeding outside of the enclosure, it is a matter of preference honestly. I don't do it just because my current setup is not very conducive to not getting tagged, but that's soon to change. So again, long story short, it's just what you prefer.