As @guardian10 said, you can use anything in the phone, since the iCloud lock is only a software lock; the hardware should all be fully functional. That being said, without removing the iCloud lock, the motherboard will be fairly useless for you.
As far as other parts, some of it is going to depend on whether you want to keep your Face ID function. The front camera assembly and the earpiece speaker assembly are both paired to the logic board, so while you can use them, you'll lose Face ID if you do.
I've heard stories about the Taptic Engine being paired to the logic board on ''some'' iPhones, but haven't encountered that problem myself.
Finally, while you can swap displays at will, the Tru-Tone function won't work unless you copy some data from the old display to the replacement using a device programmer.
To the best of my knowledge, everything else is fair game and can be swapped in and out without issue.