Does your dog try and chase the cat? If so, he needs to learn the "leave it" command. Just be aware that many terriers are not good with cats and small animals.
What I always do with new cats is put them into a room with a baby gate at the door. Raise the gate just high enough so that the cat can get under it, but not the dog. Put your cats litterbox, food, etc in the room.
This way the cat will know he has a "safe place" where the dog cannot reach him. This will make him feel secure knowing he can come and go as he pleases.
Never allow the dog to chase or corner the cat, and do not try and force the cat to interact with the dog.