wow, that is quite a machine. I strongly recommend getting an owners AND a repair manual for it regardless of the cost, they will both pay for themselves ten times over. If you can't find new ones try e-bay. I also don't trust any of the "download" sites, I think they are all scams. It is very important to find the serial number first though so you are sure you are getting the proper manual. What you will end up with is probably a manual for just the tractor, not the attachments. They will probably have their own manuals, specifically the backhoe. if you can't find the S/N call your nearest Case dealer and get help from them.
I've no idea of your mechanical aptitude but that looks like the kind of deal that there is unlimited work there IF you want to. You may be able to get it operating with only a small amount of work or if you want it like new, you could work/spend LOTS of money.
I'm no pro just a farmer with a small dozer but I'd find a mechanic or machinist have a look at that sprocket nut and shaft before I did anything else. Without that being attached properly i don't think you have anything more than a decoration. I'd imagine someone might tell you to weld that nut on there but if you do its a one time thing, the shaft will be ruined if you ever have to take the nut off, to be clear, I would NOT do that but someone might tell you that its an option.
Good luck and keep us posted.