It looks pretty dead. Are you mixing peat into the planting hole? I mix about 1/2 peat into a hole twice the width of the rootball (my soil is river bottom loam) because acidic soil is an absolute necessity. And keep them well watered. The root systems are shallow and fibrous - they don't hold onto water well.
In Japan, azalea are grown in straight kanuma soil. Its a soft highly water absorbent volcanic rock with a pH between 5 and 6. Azaleas are happiest at pH around 5. Peat moss has a pH between 3 and 4 so mixing with native soil before using is a good idea. Keep the soil moist always.