Should be noted that 35% on any i7 is about as much as you can expect Dolphin to use. Dolphin is a dual-core app under normal circumstances (you can disable dual core, or use a third major thread for LLE audio processing). 25% means two out of the eight logical cores are running as fast as they can. The extra 10% seems pretty high, but it's probably background processing done by a combination of Dolphin, Windows, and other programs.
Note, you may open Task Manager and see that no one logical core ever maxes out at 100%. You should normally see all of your cores doing a little bit of work (but still overall CPU usage is at 35%). This is due to the fact that the threads Dolphin uses jump from core to core faster than Task Manager can report, so for the reporting resolution (say 1 second/1000ms) it will show all or most of your cores being used. The threads never stay there long enough to make any core spike to 100%. If you do use older builds, enabling "Lock Threads to Cores" forces the threads to sit on cores and stay there, then you'd see some of your cores possible maxing out (CPU usage should still only amount to 35% though).
Note, you may open Task Manager and see that no one logical core ever maxes out at 100%. You should normally see all of your cores doing a little bit of work (but still overall CPU usage is at 35%). This is due to the fact that the threads Dolphin uses jump from core to core faster than Task Manager can report, so for the reporting resolution (say 1 second/1000ms) it will show all or most of your cores being used. The threads never stay there long enough to make any core spike to 100%. If you do use older builds, enabling "Lock Threads to Cores" forces the threads to sit on cores and stay there, then you'd see some of your cores possible maxing out (CPU usage should still only amount to 35% though).