Metal is a very good heat conductor(Which is actually way many whiles it feels cold to touch, becuase it draws the heat out of your hands) so it is used and palced on top of the CPU to draw the heat out of it and cool it cool.
Almost all of the time there is a "thermal coumpound" between the two, that does basilcy the same thing, except it connets the two and fills up ther microsopic scraches and thigns in the bottom of the heatsink.