Yes, I understand the CPU has to have a graphics chip on it, and it does. I have the i5 655K.
The problem is, the video only works on the VGA, but not on the DVI or HDMI. Is this part on the video or on the motherboard as the ports are on the motherboard. Logic would seem to be if VGA works, then the CPU is good as the graphics work, and the MB has issues with the DVI and HDMI ports. But maybe not?