You do need to start a return case.
Choose the reason 'parts missing'.
The seller can then either offer you a partial refund or send a label so you can send back what you did receive to get a full refund.
"There are two ways to be fooled. One is to believe what isn't true; the other is to refuse to believe what is true.”
Søren Kierkegaard, Danish philosopher (1813 - 1855)