Computer shutting off randomly while gaming in low settings?

Hi, im currently having an issue with a new computer I built

My brother gifted me an Intel Core i7 6700k for my birthday so I had decided to build a new computer around it since my gtx 960 would bottleneck and I used to a AMD FX6300 before

So i built my new computer and its passes POST and everything, and runs perfectly well...
Until I start gaming.

I am currently using On-Board graphics and doing duel monitor, the reason being im still saving for a MSI GTX 1060 6gb for $249 at my local Microcenter. So I usually just play WoW on the lowest settings, but then after 15 or more minutes of playing

My computer shuts off completely and then turns back on.
This has been going on ever since I built my computer, and I have done and checked all the following
Before continuing here are my specs

-NZXT S340 ATX Windowed Mid-Tower (Case)
-MSI Z170A PC MATE (Motherboard)
-Intel Core i7 6700k (Running in stock speed)
-EVO212 (Heatsink)
-2x8gb DDR4-2400 (Memory)
-7,200RPM 1TB WD (HDD)
-Corsair 600M (PSU)
-2 120mm Case Fans

-I monitored my CPU temps and it is not overheating, I have installed an EVO212 and usually maintain a 35*C avg while playing WoW and watching twitch and other applications
-Ive updated my BIOS to the current version
-I have checked all my cables are plugged in tightly

The reason as to why I am asking of how to fix this annoying issue is I don't want to waste $249 for my GPU if my computer is having problems already. I hope I am not coming out too blunt or rude or straight forward but I extremely don't want to put my brothers gift to waste =(. Any suggestion will help immensely and Il answer any more question about my computer if needed!
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More about computer shutting randomly gaming low settings
  1. Best answer
    download a diagnostic boot disk and run memory test. Does it shut down ?

    Type dxdiag in the search box on desktop, and click dxdiag on the top of the list. Does dxdiag (which checks your video card directx install and indirectly checks your video card) run cleanly ? (say 'no problem found')

    likely this is a win10 install. If so do you have an empty scratch disk to do a full re-install ? This is to try to see if you have a driver issue or a hardware issue.
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