Welcome to the world of bettas and congrats on getting bitten by the betta bug.
Could be a couple different reasons why he isn't eating.. he may of eaten when you first got him because he was starving- who knows how long it was he went without food.
You are feeding the Hikari pellets? If so, I would continue to try those for a bit as they are one of the better brands of pellets out there and make a great staple in their diet.
They can go a long time without food, so until he hits the 2+ week mark, don't worry too much- he will eat when he needs to if it's not health related.
Is there a way to get a picture posted of him to see him in case there is something else causing it?
For now, keep offering him the pellets twice a day (normally would feed 2-3 pellets per meal, twice a day for them). Eventually when he realizes there isn't going to be anything else, he'll go for them. After that you can introduce other foods. (I wouldn't try freeze dried foods just yet, as some love them, but they aren't nutritional enough to be fed as the main diet.. would wait until he establishes pellets as his main diet).. you can always try frozen blood worms and brine shrimp as well. But continue on with the pellets first.
A trick that has been known to work is using garlic juice. Either from the jar or crushed up fresh garlic cloves in a tad bit of water- soak a pellet or two in the juice mix for a few seconds before feeding them to him. Garlic is supposed to act as a hunger stimulant and often will get them eating. Doesn't work for every fish.. but if he is just being stubborn then it's worth a shot.
Is your tank filtered? For a 5 gal unfiltered tank you would be wanting to do weekly 50% water changes and once a month 100% water changes.. for filtered you would just skip the 100%s. Don't forget the water conditioner.. you may want to try a water change (if you haven't already this week) and then a short while later try feeding him.
Good luck, keep us updated on how he is doing.