After I submitted the tax return via Netfile, how do I know it submitted my T2125 form as well since I have a self-employed business.

The T2125 will show on the PDF of your return.

So I don't have to resubmit the T2125 form separately, right?

No. If you are not in Quebec, then the only form that you would have to send separately is the Foreign Income Verification Statement, but most people don't have one of those on their return.