Neons are very sensitive to ammonia so like John suggested, make sure your tank has cycled already before adding them. Make certain it has an established bacteria colony in the filter to process the waste in the water.
Regarding mixing the water, stores use chemicals and medicines and things you may not want in your tank. Especially if you have live plants or inverts such as snails, they may be very sensitive to chemicals from the store. Also the store water will throw your parameters slightly off balance, more so with a smaller tank.
A good way to introduce fish is to float the bag to make the temperature equal. Then, take a clean cup and scoop some water from the tank and pour it into the bag. Do this several times, waiting several minutes between each cup, so the fish slowly gets his water mixed and equalized with the water from your tank. Another method is to drip water from your tank (after the floating process) into the bag with the new fish. You would use airline tubing and place the new fish bag on the floor (in some big container to catch any spills) and tie the airline into a knot to regulate the flow. The slower you acclimate the fish, the easier the transition and the better off they will be.
Any questions, just ask! Enjoy your new tank and welcome to Aquarium Forum!

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