Not sure if you already cleaned the thermal compound off, so we'll touch base with that.
Get Isopropyl Alcohol, preferably 90% or higher. 70% is the bare minimum. The higher the percentage of alochol, the faster it'll dry.
I personally use a microfiber cloth to clean off the thermal compound but a paper towel that has been dipped in the Isopropyl Alcohol will work just as fine. Just rub it across the CPU and heatsink or AIO slowly with some pressure until it's all gone. Let it dry.
Take your thermal compound and apply a pea size dot in the center of your CPU. Take your heatsink or AIO, put it on your CPU then tighten the screws in a diagonal order.
So these are your 4 screws. If you tighten screw 1 a little, then tighten screw 4 a little. Tighten screw 2 a little, then tighten screw 3 a little. Do this until all screws are tighten to even the spreading out better than you would just screwing number 1 all the way in, then number 2, then 3, then 4.
Some thermal compounds need a different application; I believe Article Silver 5 suggests you put the compound in a vertical line then tighten the heatsink, while some Diamond compounds may need you to "mix" it by spreading it out yourself with an included spreader THEN put the heatsink on. The majority of compounds you can get way with just a small dot the size of a pea and spreading it out evenly when mounting back your heatsink.