That's odd, they should come in protective plastic. Did they not?
How to clean your speakers:
1) Take a DRY cloth and wipe down any dust and dirt from the surface of the speaker being cautious to not wipe dust or dirt over the protective speaker cover grids.
2) If that does not remove grime, slightly dampen a new cloth with warm water only. Wipe the surfaces with a damp cloth, being careful not to leave too much moisture on the surface.
This should be enough to clean them. If you still have stubborn dirt, take a bit of rubbing alcohol on your cloth and wipe it vigorously. Wipe clear with water dampened cloth.
Hope that helps!