Hi,
We ordered large structure ~1 month ago and it now has a ton of bugs coming out of it. I have attached photos. What are they?

Thank you!

Your structure is infested with a wood boring beetle. Possibly a powderpost beetle or deathwatch beetle or false powderpost beetle. Depending on the size of your structure, fumigation, freezing or heat are possible treatments. Here is more information: Wood-Boring Beetles in Homes Management Guidelines--UC IPM

I agree with Locrian. The pictures would seem to be of Anobid powderpost beetles. Some localities will allow the use of spray on insecticides to control powderpost beetle infestations, but at this stage the spray on treatments may not soak in deeply enough. The sprays will help prevent re-infestation, which is a danger with Anobid beetles.

Edited: I missed the part about it being a sculpture. Your best bet is freezing. Zero Centigrade for 96 hours should kill any eggs still in the wood. If the sculpture is to be outside you still run into a danger of re-infestation.