If you have just a stain on the veneer. There are a few things you can do to add a little life to the wood and protect it as well. Stain is just that, a colorant or tint that will change the tone of the wood's color. It offers little or no protection and some "finish" would help you out a lot.

Fist, If you have some rough areas or scuffs from shipping. You can lightly sand with 320 or 400 paper. To do this you will have to get the brand name and color of stain that was used. You will likely sand through the stain color and need to apply some new stain. Do this with a rag that is barely damp with the stain. If you flood the area you will have uneven color tones from old to new. After the new sanded areas have dried overnight. I would suggest going over the entire cabinet with a fresh coat to even everything out. All this is only needed if you decide to do some sanding.

Now for finish. The most user friendly and easy to apply to a cabinet that you don't need to remove all the components will be tung oil. You can apply 1 or 2 coats a day at first. Apply 1 coat a day after 4 coats so it has ample time to dry and cure before the next coat.
6 or 8 coats of Tung Oil will give you a very nice smooth finish. You can also lightly rub down the cabinet with 0000 steel wool between your last 3 coats of oil. After 4 days pass from your last coat of oil. Rub out lightly with 0000 steel wool and apply 2 very thin coats of paste wax.

Some things to be careful of:
Veneer is thin and it is easy to sand through to the substrate. Especially on edges and corners. You will not be able to "sand out" a deep scratch or other mark.
Tung oil is not a high build finish so and steel wool rubbing should be done just to remove any surface dust or grain that is making your final finish uneven.

You could also use a "wipe on" polyurethane or varnish in place of Tung oil. I would suggest the tung oil over a French polish of a Danish rubbing oil. A wiping Varnish would be great but a little more work than an oil. A wiping poly has good protection also but will not pop the grain and reveal the detail the other finishes do.

So good luck and have some fun. These are just a few suggestions that may help you out. It sounds like if you ordered the cabinets with just a stain then you had some finishing ideas in mind already.

Bill