Did you clean the brake tracks on the wheel rims before putting the wheels on your bike? New rims often have a protective coat on the brake tracks and you need to remove it for the best brake action.

Have you adjusted the brake pads to press flat on the brake tracks? Different wheels often have the brake brakes in slightly different positions at a different angle. You need to make sure that the brake pads press flat on the brake tracks of the new wheels, AND a fresh surface is exposed on the brake pads. You can use a file to flatten the brake pads and remove a small amount of material to expose fresh rubber on the brake pads.