Yes. And the paste they come with is fine. If you want something better I'd suggest the Thermal Grizzly Kryonaut or Noctua NT-H2. Depending on what size container they are supplying with them these days, it's never a bad idea to also have some extra on hand in case the installation does not go smooth the first time and you have to clean it off and start over.
All of the 212 EVO coolers I've purchased have come with a tube that has enough for several applications, but companies are getting cheap these days so IDK if they still do or if they are only giving out single use packages. But it will come with enough for at least one or two applications.
You only need to apply about 1/3-1/2 of a pea sized dab right in the center of the CPU...