No it doesn't have it. Obviously you didn't watched the video up till the end. Here's better article about the tech and it;s roots.
w.w.w.techtree.com/content/features/9956/why-microsoft-uses-liquid-cooling-lumia-950html
And let's not forget Panos said the they use something proprietary the has been forked off from the Surface cooling concept, ergo should be much more advanced now.