While some 3D printers come fully assembled, most 3D printers require some final assembly before you can start printing. Here’s an example of what you’re looking at.
If you already have a printer, you can also use this video as a tune-up guide. Are all the members squared up? Is there any binding or wobble on any of the print axis? Is the print bed warped or out of level? Any of these problems will prevent a good print.