As far as I know, that cant be done. The integrated graphics will automatically be disabled when you insert an external (dedicated) GPU.
I heard that it can be done with AMD APU's with AMD GPU's but not with NVidia. And I also heard both onboard and GPU can play together if you tweak the BIOS, E.G. iGPU Multi Monitor = Enabled under Advance/Graphics configuration or something like that, it varies from MB to MB.