Using live fish to cycle a tank was always the reccomended way to go BUT we have learned so much about the cycle itself it is now not needed. It is cruel and painful to the fish. They may or may not live through it. even if they are nasty ( they are lol) it's just not right.
Alot of things have changed over the years, i mean 20 years ago you could smoke in a hospital! We now know smoking causes cancer. Just like we now know the ammonia in a fish tank can kill fish. You can return the fish now and do a fishless cycle and just use a dead shrimp or even pure ammonia like I do. OR you can keep the fish and do ALOT of water changes to keep them alive and your cycle will be longer.
It's up to you in the end, but at least consider the safer to fish alternatives.