A widely used "torture test" for the CPU is Prime95. The primary use for Prime95 has something to do with finding prime numbers, which may be interesting in its own right. However, you can skip all that. Once you download and install Prime95, go to the options pull-down window and there will be an option for "Torture Test". This runs forever until you close the window. It's recommended to run the test for 24 hours. I'd suggest letting it run for one hour anyway. The Readme file that comes with Prime95 acknowledges it's use as a torture test and provides suggestions for its use in that manner.
Another worthwhile torture test used to verify the quality of the RAM is MemTest86. MemTest86 installs to a floppy disk. It's run by re-starting the computer with the MemTest86 floppy in the floppy drive and letting the computer boot from the floppy drive. This is excellent because Windows based memory test utilities frequently give false negatives (incorrectly concluding the RAM is bad) due to conflicts with the already installed operating system and software. There is a lot of good information that comes in the ReadMe file in the MemTest86 download package (it downloads as a single zip file which unzips into multiple files) explaining exactly what tests it performs and what failure results mean. Let MemTest86 run overnight, say at least 10 hours. If MemTest86 reports any errors then it's very likely the RAM is bad and should be replaced.
If the computer you've built passes all the tests I've mentioned on this and previous pages then you can say with a measure of confidence - "It works!".
Congratulations! You've done it! You've built your own computer!