Build 10125 is a leak and there is no way to get it via the Windows Update path.
You would need to find a link to a download of build 10125 or you could wait for the next official build release.
Looks like everything is properly set up, but you won't force an update to any of the leaked Windows 10 builds. In fact, you can't force any Windows 10 update. Microsoft has complete control of Windows Update.
Although a few have said Build 10125 is good, others have said it's a mess. Personally, this particular leaked build seems to be pretty dangerous; thus, I'm leaving it alone and will stick to official Microsoft updates.
If you do decide to go out and get Build 10125, be very careful which site you get it from; there are some really nasty hackers out there who just love to mess things up for the rest of us.