Yes you can use.
125 W is the Max TDP. So if a motherboard supports that, VRM throttling wont be an issue as it is clearly taken into account while power is fed into your CPU, as long as you run your CPU at default clock speeds. Just keep in mind, any overclocking is NOT advisable as in that case, the CPU will draw power in excess of 125 W and that might stress out or damage motherboard components. As long as you are at default clock speeds, no problems would occur.
GPU is a non issue here. Just ensure you have a good PSU (80+ certified ones) of 500 Watts atleast and you will be good.