It is not enough if only the socket on the mainboard and that of the CPU match.
If the CPU is on the list for the MSI B250 GAMING M3 under the following link, it does not work, otherwise this combination does not work.

https://www.msi.com/Motherboar...

Should it be the same LGA socket then it works, I have only ever used Asus mainboart myself

Both have the LGA 1151 socket, so they should be compatible.