Indeed. VGA is not supported by modern cards. So if you're VGA monitor only has a VGA port you're a little stuck.
It might be possible in the BOIS to enable both integrated and discrete video, but that isn't that common.
You're other option is to get a HDMI to VGA converter similar to this:
https://www.startech.com/uk/AV/Converters/Video/Compact-HDMI-to-VGA-Adapter-Converter~HD2VGAMICRO there are several around so just search with "HDMI to VGA".
Final option, get a new monitor