Hi most cooling is done as the quad is flying air passing around the motor , the props will give down draft so will push air into the motor, the only brushless motor that has a cooling fan built in the motor is RC Helicopter motor the fan is cut in to the bottom casing
heli motor with fan on bottom
quad motor No fan
It may not get very hot if you dont run it for a long time , also dont use full throttle as its not turning a load ( no prop fitted) it can over rev the motor and damage it