Question CPU compound or not?

I think you mean thermal paste. If that's what you're saying, the answer is realtive tot he processor you're working with If the processor you're with right now has a boxed cooler and you're not going for an aftermarket cooler, then the thermal paste will be preapplied on the bottom of the stck cooler. If it's an aftermarket cooler, they will come with a tube of thermal paste.

To get more context in your predicament, what processor are you referring to here and what is the make and model of the motherboard and cooler you're trying to pair said processor with?

Saw a video where no thermal compound was used.
Please pass on said video.
 
If the CPU has an integrated heat spreader (most do on desktop) you can install a cooler without paste, it just will severely negatively impact cooling performance.

If this is bare die like a laptop, no paste will probably cause hot spots that thermal throttling can't account for and kill it.
 

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