It depends on the exact CPU model you are talking about. WHICH Xeon CPU, EXACTLY, are you referring to?
If the Intel ark.intel.com specifications page for that CPU says it has integrated graphics, then it HAS integrated graphics. I've never found anything wrong with the specs listed on the Intel product specifications pages and I reference them often and for a lot of years, so I wouldn't expect this to be any different.
You'd best make sure you're planning to use it with a motherboard that is also the right socket, chipset and that HAS video outputs onboard, because not all of them do when you start looking at many of the workstation or enterprise motherboards.