You're good with your build. The stock cooler has pre-applied thermal compound on it so you can just mount it. Cables are also all fine as your PSU comes with the SATA, Molex, 24-Pin Motherboard connector, 4/8 pin ATX 12v CPU connector, ect. You would only need new cables is if you want to have a custom sleeve such as braided white sleeves or if for some reason, the cables can't reach a certain piece of hardware but even then you can just buy an extender at the cost of some nice looking cable management.

Only thing you might be missing, is an OS. However if you already have a CD (and an optical drive) or a boot drive from a USB/External HDD, then ignore this part.

Also installing an M.2 SSD is different from a normal SSD/HDD, as it doesn't use a SATA connector. Somewhere on your board, near the GPU PCI-e lanes, there should be an M.2 slot, however it can be in a different place on your motherboard. Simply unscrew the screw a few inches away from the M.2 (if there is a screw,) place the M.2 into the slot, push down very carefully and put the screw back on. Then you're done installing it.