The silver foil will cover a 'thermal pad'.
This is a pad that will dissolve with heat and become your thermal 'grease' in use, should you wish to use it.
If you do use it, just take off the foil and clip the heatsink in place on the CPU.
But these pads aren't particularly too good. Although, as Pentiums generally run cool, imo, it would be OK to use it.
However, if you want better, use Arctic Silver 3 or 5 or similar.
To do that, you'll have to remove the pad that's in place on the heatsink.
To do this, use a piece of wood (ice lolly stick, perhaps) or something else that's non-abrasive, and scrape/push it off.
Clear the remaining pad debris with meths and a clean, preferably lint free, cloth and meths or isopropyl alcohol.
Then follow the thermal paste instructions to apply. Detailed application instructions for Arctic Silver are at their website.
I think it's worth the bother, you'll get improved cooling, but if you can't be arsed, go with the thermal pad
