Horseshoe crabs are not usually a good choice for captive systems, for a couple reasons. First being, they get *extremely* large (12" in diameter), and the second being their diet.
They are carnivores, but spend their time sifting sand for small worms, and other crustaceans. They need a large and deep
DSB, and even then, will turn it into in a *dead* sand bed in short order, and will then starve.
You can feed it supplementally with small pieces of clam/scallop/squid.
IMO, your best bet would be to return it to the
LFS for a more appropriate captive choice.
Sorry to be the bearer of bad news!