I never kept one, but according to the literature, they crawl out of the tank very easily. So, the cover should be rather tight. Also, for success, people recommend to put them first in the water they were taken from (I suppose, with a similar temperature). Apparently, they have a very keen sense of smell, and freak out if the smell is suddenly different. When they freak out, they produce a lot of slime, which fouls the water. I'm not sure if they can be acclimated to higher temperatures eventually.
It it survives, it should be possible to train it to eat from your hands. Cool fish.