If you received actual 3W LEDs and were to run them at 3.5V, 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.
Read More: LED PCB Assembly