With any modern CPU (as in "from the last 10 years"), it is extremely unlikely that any damage can be caused by briefly running it without proper cooling (loose heatsink, or even without heatsink at all).
The thermal protection will trip immediately as soon as the temperature exceeds a predefined threshold, and the system will just shut down.
If you sold this to a man (and got paid for it), it is now his CPU, not yours - that is, his problem, not yours. Even if he damaged it in any way by doing what you said he did - you are obviously not responsible. Thus, it is not clear you should do anything at all.
I would simply advise the person to turn the system off completely, disconnect power, mount the CPU correctly (including properly applied thermal paste and a well-attached heatsink), turn it back on (if need be - reset CMOS), and check again. If it still does not work, the motherboard should have a troubleshooting guide in the manual, explaining what each indication means and how to check everything out.
If the man is inexperienced in assembling computers, he should get the help of someone who can.
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