The 8400 comes with a stock cooler. I would hold off on a CPU cooler for now and see how it runs. It do fine to keep the CPU cool, it may just be a little loud. But the Hyper 212 EVO is not too quite either.
I would get a b360 motherboard and save some money. Z boards support overclocking, but the 8400 is a locked CPU, so you cant overclock. Therefore you are paying for a feature you cant use.
You are running on a dual channel board, therefore you should get 2 sticks of RAM.
I also swapped out for a better PSU. The fans will work fine, but the case will come with fans and you may want to wait and see how it cools and sounds. What is provided may be more than enough.
PCPartPicker part list:
https://pcpartpicker.com/list/Lpn84q
Price breakdown by merchant: https://pcpartpicker.com/list/Lpn84q/by_merchant/
CPU: Intel - Core i5-8400 2.8GHz 6-Core Processor ($195.79 @ OutletPC)
Motherboard: Gigabyte - B360M DS3H Micro ATX LGA1151 Motherboard ($65.99 @ SuperBiiz)
Memory: G.Skill - Ripjaws 4 Series 8GB (2 x 4GB) DDR4-2666 Memory ($80.98 @ Newegg)
Storage: Western Digital - Blue 250GB 2.5" Solid State Drive ($70.25 @ Amazon)
Video Card: Asus - GeForce GTX 1060 6GB 6GB Dual Video Card ($292.89 @ Amazon)
Case: NZXT - S340 Elite (Black/Red) ATX Mid Tower Case ($79.99 @ SuperBiiz)
Power Supply: SeaSonic - S12II 520W 80+ Bronze Certified ATX Power Supply ($34.98 @ Newegg)
Case Fan: ARCTIC - Arctic F12 74.0 CFM 120mm Fan ($3.99 @ SuperBiiz)
Case Fan: ARCTIC - Arctic F12 74.0 CFM 120mm Fan ($3.99 @ SuperBiiz)
Total: $828.85
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2018-07-31 09:06 EDT-0400