Normally, when you get a package, bees already have accustomed to the pheromones of the queen, no need to let bees free her, this candy thing sometimes is so hard that bees have a hard time to release her, you can open cage and let her go, remove cage, I've always done it without any problem.
Sometimes queen laid eggs within 2 or 3 day's.

Yeah, I just went and opened the hive, they had already chewed through the candy and I didn't see anything in the cage that looked like a queen.

I obviously didn't go yanking frames to try and find her, just removed the empty cage and closed it back up.

I'll assume she's safe and sound in there somewhere.

Our Prayers are with the Queen.