Yes u need to apply a thermal paste to provide maximum thermal contact with the cpu and the cooler
Most coolers come with one small tube of thermal paste which would give nominal results
But if u r spending on a liquid cooler u should go for maximum cooling by adding a artic MX-4 or artic silver 5 for u and both these can lower temperature by 5 degrees at max loads
And yes you would do the same way for haswell as there is no change in cpu cooler socket size