But you are correct that some of the more budget-oriented (and I use that term loosely) TR4 boards will struggle with power delivery. Worst case, you will shorten the lifespan of your motherboard and increase the risk of capacitor failure (eg: shorting, popping, etc).
Edit: grammar
Most popular way is to use arctic fish aquarium chiller
Edit: someone snapped a photo of it: https://i.imgur.com/dRINhkW.jpg and people identified it as http://www.hailea.com/e-hailea/product1/HC-1000A.htm
It's fine for showing off of far the chip can go, but nothing someone would have under the desk.
https://www.anandtech.com/show/12907/we-got-a-sneak-peak-on-...
Suffice to say, Intel's 5GHz 28-core chip is nowhere near production-ready and their demo is more than likely a heavily overclocked top-binned Xeon chip. In other words, Intel's new offerings are looking like less than stellar vaporware.
Threadripper 1 still beats the pants off of Intel's HEDT offerings in terms of price (Intels' costs quickly exceed the $5K mark), Threadripper 2 twists knife so much that its a gaping wound in Intel's side. The Epyc 2 lineup will similarly affect Intel's enterprise/data-center offerings.