The older and faster Bloomfield (i7 9xx - socket 1366) and Lynnfield (i5 750, i7 8xx - socket 1156) CPUs do not have integrated graphic capabilities. There are no socket 1366 motherboards with onboard video out capabilities. You will find socket 1156 boards with onboard capabilities but those video outputs will not work with the Lynnfield CPUs.
For that you need one of the new Clarkdale chips (any i3, i5 6xx - socket 1156). The Clarkdale chips have graphics on-die (built into the CPU) and need a motherboard that has on-board video outputs to take advantage of the on-die graphics. So to get "onboard" graphics, you have to have both a Clarkdale CPU
AND a supporting motherboard (which is one that has the H55, H57 or Q57 chipset).