It depends on whether you are talking about something that happened in the past or something that will happen. Either:
If you did not receve these documents,...
In the event that you do not receive these documents,...
It depends on the context.
In the event you do not (or did not) receive these documents, please phone xxxx
In case you do not (or did not) receive these documents, I will bring a copy with me to our meeting
You use "event" when giving an instruction, and "case" when providing further information or a contingency plan.