Do check first whether any of the function keys switch between monitors: many (I think most, I'm guessing to save battery power) laptops don't drive the external VGA socket unless you tell them to. Look for blue (or whatever colour the "Fn" on the function key is in) symbols on the F keys, that look (if you have a good imagination!) like monitors; on here it's Fn+F4. The sequence varies between models; a typical sequence is that successive presses switch from internal monitor, to external monitor, to both, and back again to internal (only). Some detect the presence of an external monitor and only drive it if it's there; some do that, but only do the detecting at bootup. So you've got lots to try!
I hope the monitor you try can do the resolution and refresh rates your laptop puts out; it might be worth trying a few such (from whatever it's normally connected to) first, to see what it says. (Most monitors give subtly different displays for: no signal; signal out of range; signal they can display. No signal they usually go into standby, ditto signal out of range - but for both of those, they may display something different for a small number of seconds first.)