The only thing you have to check (provided that you got a cooler with the mounting included) for is **some** do not come with Thermal Interface Compound ... and if they do, you might want to choose something different.
Some coolers might be on the shelves with one or 2 sets set of mounting hardware for different sockets ... but if your CPU / socket came out after the cooler did, you might need to buy mounting hardware. These are usualy available... make sure before you buy