Flying without GPS or compass

General
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You only did up-to section 1.6, the rest is missing.
I copyed the instructions here:

1. Quick overview of the entire process

To methodically build, configure and tune ArduPilot vehicles follow this sequence of steps:

1.1 Select the vehicle components

1.2 Install Software

1.3 Input vehicle components and component connections into ArduPilot Methodic Configurator

The software needs this information to automatically pre-select configuration settings relevant to your specific vehicle

1.4 Perform IMU temperature calibration before assembling the autopilot into the vehicle (optional)

IMU temperature calibration reduces the probability of Accel inconsistent and Gyro inconsistent errors and reduces the time required to arm the vehicle. IMU temperature calibration requires lowering the temperature of the autopilot (flight controller) to circa -20°C. That is harder to do once the autopilot is assembled inside the vehicle, hence it is done now.

1.5 Assemble all components except the propellers

Assemble and connect all components. Make sure you follow best practices

1.6 Basic mandatory configuration

Again using the ArduPilot Methodic configurator software GUI perform the following steps:

Now use Mission Planner to do:

And continue with the ArduPilot Methodic configurator software GUI:

1.7 Assemble propellers and perform the first flight

Now that all mandatory configuration steps are done you can perform the first flight

1.8 Minimalistic mandatory tuning

These are the very minimum tuning steps required for a stable flight:

That is it, if you are impatient and do not want an optimized vehicle you can skip to everyday use.

1.9 Standard tuning (optional)

These are the standard tuning steps required for an optimized flight:

Now the standard tuning is complete you can skip to everyday use