You ordered chunks. If you ordered a hard cover book and got a paperback, would that be okay with you? If so, just like the book, you can make it work.
Chips in a foil pouch will certainly work so it's up to you. If you need them right away, I guess you'll have no choice. What you do is make a foil pouch with about a cup of wood chips in it and poke a bunch of holes in it and set it on your charcoal after you get the fire going. I haven't done this in a long time or very often, so someone else may have better instructions but it will certainly work.
Personally, I'd send them back on their dime and go to home depot and get some hickory chunks. Home depot usually has hickory chunks. It's the other woods like apple that tend to be harder to get locally. YMMV.
Chip's are a pain in the rear, have soak them, put the chip's in a pouch etc, chip's are mainly for a gas grill.
Send them back and go get whatever u need at Academy Sports & Outdoors, Academy sells a types of wood chunks, mesquite, hickory, apple, cherry, pecan etc.
A little googling shows you have True Value Hardware stores in Boulder. Give them a call and see what they have. I think they all have BBQ supplies, but here in Detroit land, there's a couple of them that have a really good BBQ store with wood, lump and many other supplies. Check them out.
I have found that the "do it best" hardware stores stock chunks of various woods (at least in Pittsburgh, PA). The ones near me had apple, cherry, pecan, and hickory.
Another vote for DoItBest.com. They don't charge shipping since they ship to the store nearest you and you pick it up there. I've done it several times and it works out really nice.