Each system varies but the important factor is that it needs to be plugged into the actual GPU and not the integrated video chip on the motherboard. Some "symptoms" of improper connection are choppy framerate in games and low resolution on-screen.
Listed below are some of our systems with images attached, please review each one for your understanding.
Where to plug your monitor cable into the GPU:
Genesis/Millennium:
Neuron:
Chronos: