If it has HDMI it has HDCP. However, if it has HDCP it may not have HDMI.
In a simple way for you to understand (although this information is incomplete/semi-accurate):
For your purpose and understanding:
HDMI is a type of connector which can transfer digital video and audio feeds. It is found on modern televisions, graphics cards, and DVD/Blu-Ray players.
HDCP is high-definition digital content protection, a form of software that enables/disables the ability to play certain high-definition media (such as Blu-Ray). It was designed to prevent privacy but it ends up being a bit of a headache as well. As far as I know all modern Blu-Ray players and graphics cards being produced will have HDCP, and most monitors/tvs today will have HDMI connectors, which means they will almost certainly have HDCP as well.
Find a monitor with HDMI and DVI and you should be able to display whatever feeds you want on it.
DVI is an older type of connector which may or may not have HDCP enabled. It will depend on the graphics card itself - check the manufacturer's website to find out for sure. Most newer video cards will have DVI for sure, and many now also have HDMI, particularly the mid to high end ranged ones.
If you come across a PC which has an old graphics card which lacks even DVI you can get a DVI to VGA connector on the cheap so your monitor can work with the card.
VGA is analog and lacks any type of digital format/HDCP. It will generally not look quite as crisp on a non-CRT (LCD) monitor.
VGA male connectors are smaller than DVI, and are almost always blue - whereas the DVI male end is usually white).