I've built a few PCs, and here's what I do to check that. Immediately after putting everything together, I'll:
1) Install a copy of Windows. XP or Win7 is fine, and no need to activate it, this is temporary.
2) Install HWMonitor (freeware) on the computer, and start that running.
3) Start enough programs running to max the CPU at 100%. Nothing fancy necessary, I wrote my own program which is little more than "while (1==1) k=2.45*35.3;" For each core in the CPU I open one DOS shell and run a copy of that.
4) HWMonitor will display not only the current CPU temperature, but also the maximum and minimum temperature it's observed. Your temperature will rise rapidly at first then will plateau, so watch it closely for a while. Then you can leave it running, walk away, and come back later to see what your max temp has been. An hour is much more than enough time for the CPU to reach max temperature -- if that max is still within the CPU's limits, you're fine.
For GPUs, there's a great program called FurMark (also freeware) with which you can do the same thing.