usually, if its a brand new engine, and the clutch lever is obviously doing something when pulled in, but the thing is staying engaged... just ride it.
you could take the cover off (the one with 5 bolts) and check that its working. a plate moves. its fairly easy to figure out. it may just be over tightened and need adjustment.
but, basically, they get stored in a box. sent over from wherever. left in the box for countless months or years. the clutch pads are rubber. the clutch plates are steel. the rubber pads have a habit of sticking to the plates, and they free up on the first ride.
try removing spark plug. the engine should turn fairly easily without it. therefore the wheel should too. if not...there IS something wrong!