Answer 1 - I went and found all of the parts on newegg.com except for the powersupply. Out of all of it the only thing that is iffy for me in compatibility is the Graphics Card being compatible with the motherboard. I don't really know much about PCI-Express 2.1x16. But I really don't know if a PCI-Express 2.0x16 graphics card is compatible with a 2.1x16 slot.
Answer 2 - If you have a spare PCI graphics card you could test your computer with that. If you don't need to see the tests results, if you just want to see if the computer will turn on you don't need the graphics card.
Answer 3 - I couldn't really find any specs on the powercolor 850 watt psu, so maybe someone else will come and help.
Afraid not mate, I'm on the mobile at my nightshift, just snuck time to browse quickly and thought I'd answer the Q I knew :-)
I dont think P.C is a good enough brand though so I'd go corsair/seasonic or one of the better known brands
If you can't I would say to use the power supply for an hour or two at a time, then increase the time to see if anything is going wrong, any weird noises. Without any specs it's really hard to see if it's any good.
I personally eouldn't get a power color PSU. I have Corsair, Thermaltake, and Antec. It may cost a bit more but it IS worth it. There are other great PSU brands but I haven't used all of the. PCP&C is good, Seasonic is supposedly good, and some others as well. Look for a deal on one of those.
No, don't test your machine without graphics. You will get a video error and, if there is more than one problem with your system, it will be hard to figure out what it is. Also, if this is a first time build, do it right from the gate.
Yes, your graphics card will work swimmingly.
You've got a nice setup there, enjoy and good luck in you PC endeavors!