The way I found out how to Overclock is to just get on google and read a bunch of articles on Overclocking. I would start with the guides here on Tom's.
The best way to overclock anything is through your BIOS. There are software out there that will allow you to overclock your CPU and GPU, but I've never trusted them. They've always set voltage way too high for my liking, and the overclocks 9 times out of ten were always unstable. So suggest you read a few articles first. Then come back here and post specific questions about overclocking either of the three things you've listed.
And yes you should be able to overclock your Intel C2D E7400 to 3Ghz without even having to up the voltage, but you have to keep in mind all CPU's will overclock differently. What values that may work for somebody else may not work for you.
Another thing is it wouldn't hurt to research the max safe thermal range of those components and what the max safe voltage that could be used on them.