It is specialty equipment called high precision radiometric calibrators that is used to calibrate these devices. This is for the verification of temperature range, and errors associated throughout the range of measurement.

There is also a geometric component to calibration, which shows errors or variations across the measurement field.

This can cost you upwards of 6-700 dollars to have done.

If you want to know how to do it, I suggest you get training from the manufacturer of your device.