If you purchased a Retail PIB (Processor in Box) per AMD the 5700X does not include a thermal solution. My 5700X PIB did not come with a cooler either.
If a 3rd party Amazon seller promised a thermal solution with your purchase you should seek recompense from that Amazon seller, because the AMD Store on Amazon states cooler not included.
https://www.amd.com/en/products/processors/desktops/ryzen.html#specifications
