I need help diagnosing an issue

I recently bought a stomp 125 pit bike, im very new to bikes so i need some advice, i bought the bike with the chain off, when i turn the engine on, the front sprocket moves quite fast and doesnt stop with resistance. When the bike is off, the sprocket doesnt turn at all. I put it in neutral every time but im starting to think theres an issue with neutral or the clutch. I havent put the chain on to test it because im worried that this is happening because its in gear, should i put the chain on and start it to see if its actually in neutral or is this a bad idea?