Don't panic!
The worms should survive for quite awhile in the packaging they arrived in, but they will likely be dehydrated.
We recommend opening the bag the worms arrived in and sprinkling a half cup of water into the bag. It will also help to keep the bag in the box. With water, the worms will survive for many days without a food source.
When your Urban Worm Bag or other bin is assembled and ready to go, you can then place your worms into your new worm bin.