That CPU has no graphics, so if you aren't getting any signal from the VGA output, there must be some other issue. You can try the usual troubleshooting of course: reset the BIOS and the BMC to factory settings (the documentation at the link I posted should help with that). If you are using an adapter to convert from the VGA connector to HDMI or other non-VGA connector on the monitor, that can sometimes be an issue too.
If none of that works, you should be able to install a graphics card. To fit the card in your chassis you'll also need a 90 degree angle riser card. Almost any single slot wide graphics card will work.
If you aren't going to do any GPU Passthrough in a VM, then you won't even be using the graphics card after Unraid is installed, since everything will be via a browser on a different computer on your network. Since you only need the graphics card for a few minutes, you don't need anything expensive. You could even "borrow" one from a different system long enough to do the install, if you have one handy. The graphics card doesn't necessarily need to have a VGA connector of course, so pick something that has the same connector as your monitor to minimize the chances of any issues.