Did i order wrong?

The details on the image are a little misleading. Although the i5 6600 is compatible with the Z170 chipset, you only really need the Z170 chipset to overclock and the i5 6600 CPU can't be overclocked so your combination of components is perfect, the website is just confusing the issue.
 
There is a CPU called i5-6600k and is intended for overclocking(only available on Z170 MOBOs), my guess is that the guy on the website messed up while describing the product, since you have the "non-k" version, which doesn't overclock(so no need for a Z170 MOBO, get it?). Answering your question, yes, they are compatible, the website just messed up.
 


Just for clarity if someone sees this later is that his motherboard even supports the K versions its just you wont be able to OC the CPU it would still work just fine.