Well then he did it wrong UNLESS the heatsink had thermal paste pre-applied. 0_0
Most stock heatsinks that come with the CPU as well as some of Corsair's H series ones come with it pre applied. It's always good to have a tube of it sitting around even if it comes pre applied. Never know when you might need some.
You're going to make it run very hot with no thermal paste, since the heatsink won't make good contact. The thermal paste is designed to fill in any gaps and conduct heat where the heatsink isn't making perfect contact.