Two cpu's are listed, the 6100 is an i3 and is a locked processor which ships with a stock heatsink and has thermal paste pre-applied. The 6600k is an i5, an unlocked processor and ships with chip only as Corwin65 and Herc08 mentioned. You'll need an aftermarket cooler which generally ships with at least a single application of thermal compound but best to check the list of included parts/materials for the cooler you choose if going with an aftermarket cooler.
As5 isn't bad but there are others like arctic mx4 or prolimatech pk1, noctua nt-h1 etc which may apply a bit easier and don't have a length 'burn-in' time. As5 suggests 200hrs of heat cycling to get that particular thermal paste at peak performance, other thermal compounds...