See if this helps click here VGA is blue and DVI is white and you should be able to see both on this picture. The cables only connect one way.
Look at your monitor input lead. If its blue it can connect either to the onboard graphics or if a seperate graphics card is fitted to it instead. If your monitor only has the blue connection (VGA) then you will need an adaptor, if the monitor takes DVI or VGA then it should just be a matter of connecting the DVI cable and that should be it.