How do I find a set number without box or instructions?
Choose a brick, the most distinctive the better.

Look for the part number. These are on the underside of plates, or inside bricks. They can be microscopic but every piece had one. 

Go to peeron.com. Enter the part number into the search box. A list of all the sets containing that part number should, with luck, come up. 

If you need to, repeat with another brick. Because you know it's a Chima set you should be able to deduce the set, set number and parts list fairly quickly. I've done this many times.