Is there a technique for when the title of the text is explicitly mentioned. For example; Cersei Lannister says "In the game of thrones, you win or you die", even in the 5th season of G.O.T. a dance of dragons is also explicitly mentioned.
Yes; this technique is known as a title drop¹.
From TVTropes, for example:
If a line of dialogue is the title of the episode, movie, or book, it obviously must have some great significance.
Michael: Your average American male is stuck in a perpetual state of adolescence, you know, arrested development.
Narrator: Hey! That's the name of the show!
— Arrested Development
That article also explicitly lists your quote as an example of a title drop under the heading of "live action TV":
In Game of Thrones, every episode is Title Dropped since the episodes are typically named after a significant line from them, and the titles aren't displayed.
However, the one that tops them all is a series title drop and episode title drop in one line:
Cersei Lannister: When you play the game of thrones, you win... or you die. There is no middle ground.
TVTropes also offers name drop as an alternative title, but because that is a well-established term outside of film and theater circles, with a different meaning, it's probably best to stick with the descriptive, direct, title drop.
¹ Which is either straightforward or unimaginative, depending on your perspective. But in either case it gets the idea across.