The CPU should have a high temperature protection and if overheating would have shut down the PC, so I dont think its burned out.
Auto shutdown when playing games could be several things, from RAM gone bad to GPU overheating or GPU gone bad.
When you power up the PC do you hear any beeps? If yes is it a single beep or multiple beeps?
If single beep, than CPU is ok, and you should hear your Harddrives spining afterwards.
If multiple beeps or two longer beeps than it might be RAM or CPU issues.
Try removing any Cards you have in your PC, and also remove all RAM and then power up and listen for beeps.
Then put back only one RAM stick and power up again and listen for beeps.
You might have also erased your CMOS when trying to reset it... ive seen people make that mistake before by shorting the incorect jumpers...
I wanted to do this since I have seen the same approach in YT and on other forums but the problem is that my unit doesn't have any internal speakers and any computer parts shop don't sell small ones. I would go to another city next week to buy the parts but I want to lessen the cost and buy the only part that is broken IF I could pinpoint it. About the CPU shutting down before, I think its also another problem, I saw some brown stains on my RAM, but not quite sure if its the part broken since its not anything major. about the graphics, I have an Integrated graphics that works fine, up until I encounter this problem.