If your CPU comes with a heatsink, the paste is usually pre-applied on the heatsink. Several aftermarket heatsinks come with a tiny tube of their manufacturer or a partner's secret goo too. There is absolutely no reason to run a CPU without thermal paste, that's just asking for unnecessary trouble.
Keep in mind that running a CPU at 100+C for any length of time may significantly shorten its lifespan. Thermal throttling and shutdown are only there to (hopefully) protect the chip from imminent failure long enough for someone to notice that something is not right. It isn't something you should intentionally do.