Is there software to test the hardware of MacBook Pro (Retina 15-inch, Mid 2015)?
Okay, the first things I would do are reset your SMC and NVRAM. Instructions follow.

Reset your SMC

Your computer's System Management Controller (SMC) can be reset as follows: 


Shut down your computer
Keep the MagSafe adapter (power cable) plugged in.
Press at the same time shiftoptioncontrol (on the left side of the keyboard) and the power button
Let go
Turn your computer back on with the power button.


Take a note of whether the fans and/or anything else improves and report back.

Resetting the PRAM/NVRAM

Older Macs had what's called Parameter RAM (PRAM), newer Macs use Non-Volatile Random-Access Memory (NVRAM). Here’s how to reset the NVRAM on your particular MBP:


Shut down your machine. Yes, a full shut down, not just logging out.
Press the power button and then press the commandoptionpr keys. You have to make sure you press these keys before the gray screen appears or it won’t work.
Hold those keys down until your Mac reboots again and you here the startup chime.
Let go of the keys and let your Mac reboot normally.


Note: When you log back in you may need to readjust some of your system preferences (e.g. speaker volume, screen resolution, startup disk selection, time zone information, etc).

Run Apple Diagnostics

Now to answer your question about testing the hardware. If resetting the SMC and NVRAM don't resolve your issue, you can follow the steps below to run Apple Diagnostics:


Fully shut down your MBP
Restart your MBP
Immediately press the D key and keep it down until you see the Diagnostics screen appear
Wait for Diagnostics to finish (this typically only takes a few minutes)
Once complete, one of two things will appear on the screen:


a No issues found message
a brief description of any errors found plus further instructions

If the diagnostics test does find errors, take a note of what they are


Note: If pressing and holding the D key at Step 3 doesn't work, start again at Step 1 and, at Step 3 press and hold both the OptionD keys instead. This will try and run diagnostics from the internet instead, so you will need to allow more time for it to complete. 

Regardless, take a note of what happens and let me know how you went.