Can I use LEDs without PCB?
If you received actual 3 W LEDs and were to run them at 3.5 V, 700 mA without a heatsink, then yes, you will sooner-rather-than-later kill them. 

You have three options. 


Run them at a lower voltage/current. 
Heat sink them, perhaps improvised out of some aluminum bar stock and metal epoxy (Home Depot)
Buy star PCB heat sinks and assemble them yourself.