Head over to design my store in the dashboard and select add welcome page.
Now upload a background image that says "coming soon or site under construction"
After uploading this background image, you can also disable the menu box by switching off the menu box.
Now when someone types your store URL on the browser, he will be taken to the welcome page that says "coming soon" and will not be able to enter your store as long as it is under construction.
When you complete the store set up, you can disable this welcome page and give the customer store access.