That is an ugly dent and an even uglier scratch.
However, judging by the size of the dent and the location, I doubt, that it is a structural issue and you could probably ride that frame safely. I think if that were my bike and I had not just bought it (like it got a dent from a rock something else that was my fault), I would ride it without hesitation.
It wopuld be better, though, if you can get the shipping co. to pay for it. Also, unless the original manufacturer has a spare new frame lying around that they will sell you for cheap (they usually will not), it might be more cost effective to just replace the whole bike.
But the first step is to find out how to have the shipper fix their mistake.
Good luck!