I take it you mean a rooted one? If so have you actually watered it since you got it? As these are outside trees being indoors stresses them badly... mist with water if possible (but not if you have lights on the tree). Get somewhere cooler as soon as possible and outside. If you have lights on the tree the heat will be harming the needles too. If it is a cut tree you can't rescue it you'll need to recycle it.

Take into a cool place, with plenty of light, frost free. Soak the roots with very warm water. Do not leave in water or waterlogged pot, free drainage is needed.

I'm not sure what you mean, Guest - is the tree a cut one or was it grown in a pot? If it's a cut one, it should have been in a water container kept topped up - like cut flowers. Trees like this only last a few weeks before they drop their needles and die.
If it's a pot-grown one, then take it outside and water it. Try spraying it with tepid water, too if your weather isn't too cold. Bubble-wrap the pot, too, if it's very cold weather.

There are also so-called 'rooted' trees which are actually dug up with only a few roots and potted. They don't survive this treatment, sadly, and have to be discarded after Christmas.

It may be called 'pot grown', but this can sometimes mean that a tree is dug up, roots severely chopped and then stuck in a pot and packed with clay to hold it up. There is little chance of it growing esp if it is 4foot + and in a 10 litre pots which is the normal sort of size.