Which processor and graphics card to use for my Mathematica license

Does ParallelDo (and similar Parallel... functions benefit from more than 4 physical cores?

My experience is that ParallelDo seldomly leads to any benefit. Better is using CompiledFunctions generated by Compile with options RuntimeAttributes->{Listable} and Parallelization->True. The latter scales much better (but I only have experience with 1--4 cores); so yes, with greater power comes greater performance (but also greater responsibility, you know). But it really depends on what you are going to do with it...

Does Mathematica support : "NVIDIA Quadro P5000, 16 GB"?

Of course. But only few built-in functions will really take advantage of that (see Szabolcs' answer).

Especially I hope that the performance of Graphics3D should improve much (now I have a DELL M4800 Laptop with NVIDIA Quadro K2100M).

Nah, Graphics3D is slow anyway. I guess it is mostly because the MathKernel runs on the CPU and it generates Graphics3D instances there. Then the geometry has to be transferred to the GPU; this communication is costly. Once the geometry is on the GPU, you can rotate and zoom rather quickly, even with a mid-class GPU, because, well, that's what GPUs are good at. Only for complicated Image3D objects or really, really huge GraphicsComplexes, I would expect some measurable improvement.

So in a nutshell: If you want to use this fat GPU to your advantage, it will cost you quite an amount of time and pain (CUDA or OpenCL programming) to get that running. It really depends on your application: E.g., GPU for symbolic computations is totally useless (to my knowledge). Performing many dense matrix-vector multiplications is great on GPU; dealing with sparse matrices is harder. Assembling matrices on a GPU is art.

Does my Mathematica license support processors with 8 cores?

Mathematica will run, regardless of the number of cores you have. The question is: does it take advantage of them?

Does ParallelDo (and similar Parallel... functions benefit from more than 4 physical cores?

The limit is $MaxLicenseSubprocesses, so yes.

What kind of functions are calculating on the graphics card?

To my knowledge, only CUDALink, OpenCLLink, and neural net functions use the GPU (see TargetDevice).

Does Mathematica support : "NVIDIA Quadro P5000, 16 GB"?

Sorry, I don't know.

Does Mathematica support : "NVIDIA Quadro P5000, 16 GB"?

The Nvidia GPU needs to have at Compute Capability score of at least 3. You can check the score of currently supported GPUs on Nvidia's CUDA CPU page. The Quadro P5000 score is 6.1 so you should be fine granted you have the latest drivers installed.

Hope this helps.