Dedicated Gpu's have 2 major advantages over APU's. 1) they are upgradable. 2) they have their own cooling solutions. In reality this means if you get hot and heavy into a great game, the gpu will spin up to cool itself down. In an APU, its your actual CPU that's getting heated up and pushed towards its max thermal settings. This is never a good thing. Heat is a CPU killero and unless you have a good cooler like a cm hyper 212 plus, EVO, t4, you actually run the risk of damaging the APU. Check the bios to see if the pci-e is set as the primary gpu. Check to make sure both motherboard connectors are seated correctly (20+4 pin and 4/8 pin) and both pci-e 6-pin connectors are seated on the gpu. Also check which port you are hooked into. Some gpus require hdmi to be set before being able to use a hdmi port, and don't automatically detect that option.
The gtx 660 is a great mid level card, and by itself is compatible with any system, as long as there is a PCI-e slot and required power connections. Any add-on gpu is built that way, from bottom of the line to the absolute top. The only issue of comparability comes in with the addition of a powerful gpu with a limited CPU and there you will see bottlenecking as the CPU can't keep up with the gpu, or vise-versa.
So, unless you got a DOA gpu, or missed a setting somewhere, or didn't pre-load the drivers for the 660 before adding the gpu, you should be good to use it.