There may be some assembly required to get your compressor going. READ the instructions. You don’t want to do something wrong, assemble something backwards, hand tighten something that needs to be reefed down with a tool or crack something you were supposed to hand tighten.
Also in the manual will be a parts list. This will be everything that was supposed to come in the packaging, what they are and what they’re for. Make sure everything is accounted for.