The nature of the connection REALLY matters here. Are you trying to have a picture on both your desktop monitor AND the projector? If so, you need to have both of them connected at the same time to your computer.
I always use a laptop, so there is no confusion - I switch from one to the other, or both at once, with shift-F7.
Your computer might have an on-board graphics adapter, a plug-in video adapter card, or both. Whatever you have, you need appropriate drivers for each, plus cables to connect each if you will use both at once. If you will use only one or the other, you need to switch the cable with power OFF, then turn it on and let it find and install the hardware driver it needs.
We had a lap top but the man who set up and installed all the software ended up advising us to purchase a desktop pc. This was after he spent about 5 hours trying to get everything to work. I don't really know what kind of connections have been made but everthing WAS working before this guy left our church and now it isn't. I just hate this kind of stuff lol. It almost always turns out to be something so simple that you end up saying "Now why didn't I think of that?!"