The risk of getting salmonella from a reptile is slim (very exaggerated by the media), as long as you don't eat their poo and wash your hands after disposing of it the risk is negligible
As long as the beardy won't get stood on, stuck or attacked by another pet you can let them wander around. Most individuals enjoy the stimulation of exploring/something new. They can cope without heat for a long time so, as long as your house isn't freezing, it really isn't of much concern
Handling wise, if you've only just got them, leave them alone for a couple of weeks and just feed, water and spot clean. Make sure that he's eating properly and regularly before major handling sessions as the stress could well suppress his appetite.