Ummm, very basically...
As you increase the frequency of a processor, the processor works harder obviously. In order to power this increase in processing power, more voltage is required through the processor. So you up the cpu voltage slightly so it can cope.
This increase in voltage and increase in frequency of the chip makes the processor run hotter.
If the up the voltage too much, the transistors inside the processor cannot cope and they can blow causing the chip to die.
If you do not have sufficient cooling, then at around 95 degrees with intel i think the chip realises there is a problem and so shuts itself down to prevent overheating. If the chip does overheat the any solder points, along with micro transistors inside the chip can melt, again causing the chip to die.
You dont really need to know more detail than that, just know if you increase the clocks of the cpu, you need to increase the voltages to keep it stable, and doing this will raise temperature.
Every processor is different however due to 'silicone lottery' and so each will have a different thermal threshold and may require a higher voltage than others in order to get to the required clock speed the user requires.