What happens next?

How to acclimate your fish to a new aquarium
Use this method unless you know the place you got it from uses best practices, especially if you have a saltwater tank.
The problem is the disease or parasites are in the water and on the fish. Even if you transfer the fish without the water into your tank, the fish can still carry parasites and disease.
Without putting the fish into quarantine you really have no idea what you are introducing into your tank. Unless you treat the fish first, or know for sure the store has, you are risking your entire tank.