I'm pretty sure that you should take anti-static precautions for all components. Usually, they say "touch the case every now and then", but evidently you can't do that, so station yourself near a radiator or anything with a lot of metal. Try to touch the metal itself, not paint or something.
I would recommend waiting for the case, but in the meantime it is possible to attach the CPU and the RAM to the motherboard, but that's probably all you can do at the moment.
I'm not an experienced PC builder, by all means. Take this advice with a grain of salt, or, better yet, a bag of salt.
But DO take anti-static precautions. The inner components of the PC are frighteningly victim to damage by static electricity, and you shouldn't take your...