@Pyre Vulpimorph: Why exactly are you focused on the CPU part? If you want to learn how modern games work you should probably take a look at 1. what they are doing, 2. how they are doing it, and finally "where" they are doing it (CPU/GPU). Like mirv said, either take a look at some open source games or ask people actually involved in such things.
Basically anything aside from graphics is done on the CPU. This includes loading and saving stuff (levels, models, textures, ...), AI, input processing, game logic (path finding, scripted events, ...). Physics is usually also done on the CPU unless you're using a GPU that supports it.