Central Processing Unit (CPU) overheating will seriuously damage. Always make sure to install the cooler to prevent overheating. The cooling fan can work properly to protect the CPU from over heating. Make sure that you apply an even layer of thermal paste or thermal tape between the CPU and the heatsink to enhance heat dissipation.
when replacing the CPU always turn off the power supply and unplug the power supply cord. If you overclocking make sure your component are able to tolerate such abnormal setting, while doing overclocking.
Confirm if your CPU coole is firmly instaled before turning on your system. Do not touch the CPU socket pins to avoid damaging. The availability of the cpu land side cover depends on your CPU packing.