My BPPC 040 is how it was when i got it, no heatsink or fan on the 040 CPU, just on the PPC CPU itself, the 040 does run alittle hot but not that bad as i have never had a problem with it over the years.
The higher clocked (33mhz and above) 040's i would recommend some kind of cooling for though.
Running at there limit, the 040's our indeed the hottest in the Amiga family of 68K CPU's