What processor do you have? and do you also have an efficient CPU cooler. When you overclock you increase the voltage which will then increase the heat output so its very important to have a good cooler and good airflow. Some CPU models are easy to OC like an Intel i5 3470 non-K edition which can be OC'd by just throwing a multiplier up a notch in the BIOS. Some are more difficult like some K Intel models may require you to look up an extensive guide on the internet which I can help you find once I find out what Processor you have.
You can also overclock video cards.........if thats what you are also looking into doing which can be done through MSI afterburner or some application like that. That requires you also have a good cooler or atleast airflow in the PC. Those applications usually provide all the important data.
http://www.pcgamer.com/how-to-overclock-your-graphics-card/