Stress-testing CPU is a bit complicated. If you're just interested in thermal testing, compile something like this simple C program, which will load a CPU with infinite loop doing simple math calculation. If you need further help with writing/compiling such a program, you'd better take this to StackOverflow.
However, if you're interested in testing a specific CPU component (ALU, FPU, cache, etc.), then this is much more complicated and requires an intimate knowledge of the architecture/CPU and serious programming skills. You can ask the embedded board vendor, maybe they already have such software. If not, you're pretty much out of luck.