Two ways, hardware and software. Hardware is modifying the component in some way, or maybe by changing specific jumpers on the motherboard, to increase voltages or increase cpu multipliers for example. Software is using a program from within windows, that lets you adjust component settings.
Some pc's have settings in the BIOS to adjust voltages, ram timings, bus speeds and cpu multiplier settings. If your new to overclocking, may i suggest visiting a few oc forums. If you don't know what your doing, you could kill your system vey easily. Slow methodical tiny increases, test, try again, any thing out of the ordinary, go back a couple of notches. that should be safe to use, but then again overheating during overclocking is normal.
hope this helps.
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