Any reason why you want to? You don't have to if there is no need. Also remember that you have to be more cautious with laptops as they often don't has effective cooling as desktop.s
My preference:
CPU: Prime95 or
IntelBurnTest - Prime95 is more intense, so sometimes IntelBurnTest is all that is necessary.
GPU: FurMark
RAM: Less of a stress test, but more of a reliability test -
Memtest86
Storage: Again, less of a stress test, more of reliability test -
HD Sentinel (requires Paid to properly test) if not, your storage manufacturer likely have their own version. If you want a benchmark then
CrystalDiskMark