A thin film of thermal paste has already been applied to the cooler supplied. By the way, you can see it well in this unboxing video in pleasant Portuguese (at approx. 1m30s):
https://www.youtube.com/watch
PS: However, I recommend always having some thermal paste in the house. For example, the following product:
Thermal Grizzly Kryonaut (1g, 12.50W/m K)
