I would put the foal in a small paddock with one of the others, the most kind, sensible one and let them settle for a few days, it will also give you a chance to get to know the foal, assuming it is new to you, once they are happy together bring the others in and hopefully they will be fine.
I think putting a newly weaned foal straight into an established herd is asking for trouble but some people seem to get away with it.
Ive had him 4 weeks now and hes been in a small paddock day time with the herd leader who is quite just what do i do about the next step of putting him with the others.