The brake cable is secured to the caliper via a pinch bolt securing the cable. If your wheel is locked up after assembly, then you can be assured the cable is attached and there is no missing bolt.
You do have an adjuster for the cable on the caliper, as well as the handlebar brake lever. But when the bike is new, those adjusters are screwed all the way in, so you have future adjustability after the cable begins stretching.
I suspect what happened to you, is:
A: The circular silver pad adjuster on the caliper needs to be clicked out once or twice to back it off the rotor. That should allow the wheel to spin freely. But in doing so, you will notice the brake lever will pull in closer to the handlebar. At that point you need to loosen the pinch bolt holding the brake cable to the caliper and move the caliper arm up a little and then tighten the cable back down. That should set the correct tension on brake lever.
Keep in mind that the brake rotor may have been dinged during shipping and a bit wobbly, causing brake drag. The rotor can be straitened with a special rotor straightening tool. I don’t believe they cost that much. You could use plyers, but that may damage the rotor.