Yes, it does. Shutting down like that usually means that the CPU has overheated to the point where its protective circuitry kicked in to prevent it from physically melting. Not always, and there could be something else going on, but that would be my first guess.
It is a tool designed to allow your computer to participate in the Great Internet
Mersenne Prime Search (GIMPS), but it also has a handy Torture Test tool, that will test your computer by making it do hard math, and then checking the results against the known correct answers.
Basically, it'll max out your CPU cores and test them. It is handy as a stability test, because the math it does is quite complex, and exercises many of the different math functions in the CPU.
Your computer should be able to run that test successfully essentially forever without having any errors. If it has an error (or it shuts off), then your computer can't do math properly (its primary function) and
it is broken and needs to be repaired. It is one of the "standard tests" done in the overclocking community to see if the overclock is stable. The "standard" (such as it were) is that a machine should be able to go for at least 24 hours running that test constantly with no errors or overheating to be considered stable.
You probably don't need to go that long, as most errors are exposed in the first 3-5 hours of running the test.
If you want to see the actual CPU temps while you are running the test, you can use this tool:
http://www.alcpu.com/CoreTemp/It shouldn't go much above 70 deg C for long. Certainly not up in the upper 80s.