This is a simple weekend project that I made to read out the temperature of my GPU onto a OLED screen, the programming can be modified to read out CPU but you will need to change some code in it.
Step 1: Connecting the Arduino to the OLED Screen
Connect you OLED screen to the pins corresponding to the image above, the voltage may be different then the 5 volt one I the image below so you may want to use the 3.3V pin instead of the 5V one and then move up to the 5V if it wont operate at 3.3V.
Step 2: Installing and Compiling the Program
In order to install this library you must have Visual Studio (preferably 2017 Version) to compile and then you will need to use the Developer Command Prompt to install it. Installation instructions are located on the GitHub page along with the program itself. This program runs as a Windows Service. Note: you cannot have the service running while uploading code to Arduino, this will cause a error. Once you start the program, connect the USB cord to the computer, and verify that it says starting.. on the OLED screen, this indicates that the Arduino Library is compatible with the OLED screen. if it doesn't display that, comment the LCD_SSD1306 lcd; line and uncomment another one that corresponds to your screen type.