I just bought an amd fx 4170 quad core processor from amazon.com

RookieGuy

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Sep 1, 2012
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Does it come with thermal compound already applied to it? This is my first time seeing a cpu, so I don't know. All that with it is a little sticker and the stock fan.
 
Yes as long as you got the retail box version it will come with a heatsink/fan with thermal past applied to the heatsink. Since it does not look like it from your post make sure your mainboard has the latest bios update to support the FX before you install it other wise it may not work with it until you do.