PCPartPicker part list / Price breakdown by merchant
I think I'd want a case with better airflow, and the motherboard ought to have onboard sound so you shouldn't need a sound card unless it's something special. Otherwise, looks like a good build.
Thermal paste isn't necessary, it's included with the cooler. Picked a motherboard with built in wifi, bit better RAM for cheaper, nicer case, M.2 SSD for less cables.
Do you specifically need W10 Pro? Motherboard has sound already, unless you specifically want it that can go too.
There are better coolers in the same price range as the ML240L, they just wont look as cool.