For the practical use of magnets, particularly at high temperatures, the temperature dependence of magnetic properties is an important ingredient. To study the temperature dependence, methods of treating the thermal fluctuation causing the so-called activation phenomena must be established. To study finite-temperature properties quantitatively, we need atomistic energy information to calculate the canonical distribution. In the present review, we report our recent studies on the thermal properties of the Nd2Fe14B magnet and the methods of studying them. We first propose an atomistic Hamiltonian and show various thermodynamic properties, e.g., the temperature dependences of the magnetization showing a spin reorientation transition, the magnetic anisotropy energy, the domain wall profiles, the anisotropy of the exchange stiffness constant, and the spectrum of ferromagnetic resonance. The effects of the dipole-dipole interaction (DDI) in large grains are also presented. In addition to these equilibrium properties, we also study coercivity, which is the most important issue for magnets. The temperature dependence of the coercivity of a single grain was studied using the stochastic Landau-Lifshitz-Gilbert equation and also by the analysis of the free energy landscape, which was obtained by Monte Carlo simulation. It was found that the upper limit of coercivity at room temperature is about 3 T, which is significantly lower than the so-called theoretical coercivity given by a simple coherent rotation model. The coercivity of a polycrystalline magnet, i.e., an ensemble of grains, is expected to be reduced further by the effects of the grain boundary phase, which is also studied. Surface nucleation is a key ingredient in the domain wall depinning process. Finally, we study the effect of DDI among grains and also discuss the distribution of properties of grains from the viewpoint of first order reversal curve.