Your setup should be fine.
The motherboard video ports are used by many people in lieu of a GPU.
Some motherboards no longer even have built-in (native) video ports. Use of a GPU is expected.
VGA is very straight forward. Many monitors have two or three ports available: VGA for legacy systems, DVI for more newer rigs, and now there are HDMI and Display Port options.
DVI ports between PC and monitor require some checking to ensure compatibility and cabling. Sometimes adapters can be used.
https://en.wikipedia.org/wiki/Digital_Visual_Interface
https://www.displaygeeks.com/difference-between-dvi-i-and-dvi-d/
and to help figure out the cabling:
https://www.datapro.net/techinfo/dvi_info.html
Motherboard ports will work but the performance may be less than satisfactory for gaming. GPU's came about as a means to improve overall performance by moving the graphics work/calculations from CPU to GPU.
Heavy gaming may require more that the motherboard's video can provide. All you can do is try and if the games are playable - okay.
If the motherboard is not up to the task then your expected GPU should improve performance.
Depending on the motherboard, CPU, and GPU there are all sorts of configuration options to tweak and tune performance.,