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.
 
Ok. I don't think my CPU has a cooler on top of it.
If your CPU doesn't have a cooler, get one and fit it.

The last computer I had which didn't need a heatsink/cooler had a 3.3W Intel 80286 (back in 1983). Every computer I've owned since then required a CPU cooler.

Ignoring low power Raspberry Pi systems, most modern desktop CPUs need a big heatsink/fan or water block/pump/radiator to remove excess heat.

A small amount of thermal compound fills the microscopic voids (air gaps) between the CPU's Integrated Heat Spreader (IHS) and the heatsink or water block. Although they might appear perfectly smooth, the IHS and heatsink are not completely flat when viewed under a high powered microscope.

This diagram shows a magnified view of the air gap without Thermal Interface Material (TIM) - see left hand image. The right hand image shows the effect of filling the air gap with a really thin layer of thermal compound.
https://krafab.com/thermal-interface-materials/

iu


If you want a guide on how to install a cooler, read this guide:
https://www.tomshardware.com/how-to/apply-thermal-paste-to-your-cpu

If the cooler does not come with pre-applied thermal compound, you must add your own. If you remove a cooler from a CPU, you should clean both surfaces and remove all traces of the old compound, then apply new compound. I use Isopropyl Alcohol for cleaning.