Can microcontroller work in high RF Power or not If yes then give solution

Grounded Metal shielding

Shielding (Faraday cage) is one key aspect, but you also need to consider the power supply and isolating the uP power supply as much as possible from the RF.  (Placing the power supply inside the Faraday cage helps, but then you've still got the power feeds to the power supply from "outside".)  Note, this is not "just" a ground plane.

You also need to isolate any control lines running into / from the uP to the RF side of the board.

You would expect the system to work with the dummy load and at low power with the antenna (I'm presuming this is what you meant above).  The dummy load is absorbing all the energy without transmitting it.  And at low power, there's not much energy.

I don't know what frequency you're using, and if your antenna is a patch antenna on the board, or an external antenna.  But, an easy solution would be to use an external antenna with the connector through a nice, tightly sealed, grounded metal box holding all your electrical components.  (I'd still isolate the RF circuitry, power supplies, and the uP circuitry on the board as much as possible.)