Check the input source on the Monitor. It may be showing it's HDMI or DVI inputs instead of VGA.
OS X should automatically detect the monitor.
In Settings/Displays
The General Tab displays the settings for the two monitors on the monitor they affect, so if you aren't getting anything on the monitor side, you won't see any settings there.
The Arrangements Tab is only shown on the Main monitor and should have blue squares representing each monitor.
I guess that a very old monitor might not be supported (based on available resolutions), but I've never experienced that so I don't know what it would look like.