Even if you have signed a temporary employment contract, you are generally required to work according to what is stated in your contract. Have you signed up to work full-time for a week at Company X? Then you must work full-time for a week at Company X. After that, you can choose not to sign a new contract.
Do you really want to break your contract? Call or email the temporary employment agency that drafted your contract right away and explain the situation. At that point, you may end the contract by mutual agreement. However, you may lose your right to unemployment benefits.
It's always better to communicate openly that you've received a better offer. The temporary employment agency will likely understand, and so will the company you were supposed to work for. This also gives them the chance to find another candidate.
What if you simply don't show up for work?
If you don't show up as agreed, you are considered unjustifiably absent and thus unilaterally break the contract. This means you are not keeping your promise, which is not allowed. You will lose your right to unemployment benefits and may also be fined. Therefore, it's not a good idea to simply not show up.