The 8th generation Core processor family retail boxes feature darker, more striking colors, which helps you differentiate them from the older generations. The Core i5-8600K retail box only includes the processor, a case-badge, and the usual documentation. You will install your own separately purchased cooling solution.
With this generation, the biggest point of confusion has been the package. The 8th generation Core desktop processors bear the "LGA 1151" package markings, and look like they'll work on older 100-series and 200-series chipset motherboards. They'll even physically fit on them since nobody at Intel bothered to put the key notches elsewhere. The chips, however, will not work on older motherboards. The machine won't even POST. The box clearly states that you need a 300-series chipset motherboard to use the processor. This is because the pin maps between Coffee Lake and older Kaby Lake/Skylake chips are different. More pins are allocated for power delivery; according to Intel to make up for the increased power requirements due to the six-core configurations.
For its mainstream-desktop processors, Intel has maintained a largely uniform package size for the past decade, dating all the way back to Core "Lynnfield" LGA 1156. The cooler mount-hole spacing hasn't changed. You will be spoiled for choice when choosing a compatible cooler; however, make sure it can cope with 91-95W TDP. Certain low-profile coolers designed for 65W or 45W TDP chips are not recommended.