Where do I find the USB receiver?

Your mouse receiver is not loose in the box, it is located inside your mouse. You can find it according to your mouse model, as shown in the following examples. The part marked in yellow indicates where the USB receiver is located.
Examples:
Located inside the battery compartment.

Located at the bottom of the mouse base (the arrangement may vary depending on the model).

Keyboards

Your Keyboard receiver might not be located in the box, it might be located inside your keyboard. You can find it according to your keyboard model, as shown in the following examples. 
Examples:
Located on the back of the keyboard in a special compartment.      

Located inside the battery compartment (the arrangement may vary depending on the model).