You're likely to have a function button for toggling screen/VGA/both. You'll have a function (Fn) button on your laptop and icons printed in the same colour on the keyboard (usually blue) are activated by holding the Fn button and pressing the key.
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The monitor one is usually a rectangle, sometimes with lines on the left and right of the box.
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Also, try the windows key + p (though I can't remember which version of windows that was introduced in).
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Finally, try right-click on the desktop and go to Properties. Have a look for the tab where you control the screen - there may be an option in there for 'extend desktop' onto what it will call a second screen.
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It'd help if you tell us what operating system you're using.