Yes I would guess that you have a P67 board or one of Gigabytes Z68 boards that don't support the IGP (Intergraded Graphics on Processor). Look on the I/O shield and see if there is a video port? HDMI, Display port, DVI, or VGA.
Like the others have stated the Intel® Core™ i7-2600K does have the IGP build into the processor but you can't take advantage of it without support from the motherboard that you have.
Christain Wood
Intel Enthusiast Team