If you've been out in the world for a while and accomplished things, then you can absolutely reach out cold. Warm is better, but cold will work. If you've accomplished big things you'll have no problem getting to partners directly, otherwise you still might need to aim a little lower, depending on the firm and partner. (Accomplishing things could be building a business or doing significant research; accomplishing big things could be building multiple nine-figure businesses or being one of the co-authors on "Attention Is All You Need". You can do these things while still being relatively "nobody".)
This is general advice, of course, so take it modulo the space you're in. When the world's going nuts for $TREND and you're dealing $TREND, anything can happen.