The value of 140 mW is not its rated power; it is just its nominal power dissipated at the nominal voltage. It is completely fine to operate the coil directly from 5 V DC, as long as 5 V DC is within the coil's rating.
Actually, if you place a resistor in series, you form a resistor divider that drops your coil voltage too much and the relay may never switch the contacts.
The only reason I would think of for you to want to place a resistor in series is if you want to operate the coil directly from a microcontroller's digital output. I strongly advise not to do that. Digital pins are not meant to drive inductive loads. Use a simple BJT driver rated at the coil current. And, and don't forget the flyback diode!.