Normally, if one doesn't get the BSOD screen, it means the CPU is overheating. For other causes, the screen normally displays long enough to read it (maybe it depends on the system). For overheating, one would normally just check to see if the fan or vent is dirty.
One can download a utility to read the file created when this happens but, I'd have to look for where the file is stored. You can also look in the Event logs in Control Panel.