I have the question "Resolve the forces acting on the following objects into their vertical and horizontal components and thus find the vertical and horizontal components of their resultant force".

I know that I have to make a triangle to find the vertical and horizontal forces using trigonometry.
However I am not sure how to form the triangle and the 125 degree angle is confusing me.
Here is my attempt of the triangle:

So for the vertical I got 2.29 N and for the horizontal I got 3.28 N.
However, the solutions say that the vertical and horizontal should be 0.71 N.

Sometimes you need to add some lines to the diagram. Since you're looking for horizontal and vertical forces, draw vertical and horizontal lines in both directions from the point where all the force arrows start.
It looks like two of the vectors were meant to be vertical or horizontal already. So when you draw the vertical and horizontal lines, they will be collinear with the arrows depicting those two vectors. A vector perfectly aligned with a horizontal line is its own horizontal component (its vertical component is zero). Likewise a vertical vector is easily split into components (one of which is just zero).
You have one vector where you need trigonometry. It has a $125$-degree angle measured from the vertical line, but you can use that fact to figure out its angle from the horizontal line. That gives you an angle less than $90$ degrees and it's easy to draw a right triangle using that angle.
Alternatively, knowing you have a $125$-degree angle with the vertical line above the vector, and knowing that two angles making a straight line must sum to $180$ degrees, you can figure out the angle the vector makes with the lower part of the vertical line and use that angle to draw a right triangle.
As noted in one of the comments, an important thing to notice is that there really are three vectors in the figure. Two of them happen to be already aligned with the axes, which makes it very easy to identify their components, but that does not make those two vectors somehow be components of the third vector.
When you get more comfortable with components and computing them using the sine and cosine functions (so that you don't need to actually identify triangles to find the components each time), it will be useful to learn how to use the sine and cosine functions to deal directly with angles greater than $90$ degrees. For example, for angles in degrees, $\cos(180 - x) = -\cos(x)$. But that might be a slightly more advanced topic for a later time.