The moment the item arrives, take clear photos that show the damage along with the packaging, and hold on to it since it must be sent back. Customer service needs the photos and details, and will then explain how to return it; once the item has been inspected, a replacement is sent with no shipping charge to you. Throwing the damaged item away means the return will be refused.
For a parcel with something missing or a wrong item, photograph it from inside and outside, together with the invoice in the package, and describe what is missing or different. Once they have checked, the missing or correct item is sent to you free of shipping charges.
Source: Abdul Samad Al Qurashi: exchange and returns policy