As long as the wheels fit and are at a minimum TUV approved - I'll come back to that in a moment - and the tyres are of an approved size for the wheels and car, then you're good to go.
Regards the wheels fitting, some cars have upgraded brakes, which need larger wheels (for example on the 3 and 5 series BMW the MSport brake pack needs minimum 18" wheels), so you'd need to check.
When you call to inform your insurance company, they will probably say the same - as long as the wheels and tyre combination is correct for the car, then feel free.
Out of interest, I used mrwinterwheels.com for the wheels and tyres for my BMW. Very good pricing and quick delivery too.
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