Basically, thermal paste is included in the delivery. I'm not quite sure which one, but I'm guessing master gel.
Personally, I never use the paste included. Because this is often a point where the manufacturers save money.
Personally I can recommend
Thermal Grizzly Kryonaut (1g, 12.50W/m K)
Or
PHOBYA NanoGrease Extreme (3g, 16W/m K)
Recommend. Whereby the 2 n is a bit viscous and not so pleasant to apply. But if it's done well, it does a good job, especially on a water cooling system like this one.