And how exactly would you propose this can be checked? Take it apart, no other way. Since you haven't used your cpu much then I don't think there is a need for you reapply the thermal compound if that's what you are worried about. Only after time does the thermal compound harden to the point that it would need replacing.
And as far as I know, if they didn't give you thermal compound in a shot, then it should come preapplied on the cooler itself.