If you purchased it new from a shop then ask them to come round and deal with it as they didn't supply the manual so you are risking damage using it. Tell them you'll be charging them for the weeks washing in the laundrette.
All machines new have 'Drum arrestors to prevent damage to the drum during transportation. If this is not removed then it will severly damage the drum so DO NOT USE IT until you are sure it's all been cleared including any polystyrene packaging.
And no don't touch the concrete block its to hold the machine down during spins acting as a balance block. That's why washing machines are heavy some have two blocks.
Personaly I would not have accepted a new machine without the proper paperwork if it was bought from a shop. If it was given by family/friends that's different, in which case the arrestor would not be on it but check with whom gave it to you. The water feed pipe/s just screw onto the valves some are covered with a plastic cup but in most cases not so.
Bob of Worthing, October 2005