John 5:39 Search the scriptures; for in them ye think ye have eternal life: and they are they which testify of me.
Acts 17:2 And Paul, as his manner was, went in unto them, and three sabbath days reasoned with them out of the scriptures,
Acts 17:11 These were more noble than those in Thessalonica, in that they received the word with all readiness of mind, and searched the scriptures daily, whether those things were so.
Acts 18:24 And a certain Jew named Apollos, born at Alexandria, an eloquent man, and mighty in the scriptures, came to Ephesus.
Romans 15:4 For whatsoever things were written aforetime were written for our learning, that we through patience and comfort of the scriptures might have hope.
2 Timothy 3:15 And that from a child thou hast known the holy scriptures, which are able to make thee wise unto salvation through faith which is in Christ Jesus.
2 Peter 3:16 As also in all his epistles, speaking in them of these things; in which are some things hard to be understood, which they that are unlearned and unstable wrest, as they do also the other scriptures, unto their own destruction.
Yes they did have and use scriptures to say otherwise is to deny these and other passages. Without scripture as our guide and standard of truth then we are left to trust to what one man/woman says they believe the Spirit told them. There must be a way to know what is true and that way is the scriptures. This was obviously true in the early church as well and those who used this method were commended by Paul above all:
Acts 17:11 These were more noble than those in Thessalonica, in that they received the word with all readiness of mind, and searched the SCRIPTURES daily, whether those things were so.