There are mica electrical-insulating wafers, and blue thermal-heat transfer wafers.
If you need the mica, electrical-insulation wafer to isolate the heat sink from the TO-220 component, be sure to use nylon fastening hardware, not a metal screw (which would defeat the mica wafer insulator).
Some techs I've known over the years forget that fact, and zap the device unintentionally.
Depending on the component, some need to be directly bonded to the heat-sink with thermal grease.
The websites offered by KMoffett and OLIVE2222, probably tell you this, as well as a lot of other useful information.