Here are some possibilities:
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Check for loose connections
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The cable could be faulty, try swapping another cable to test.
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The monitor is not capable of auto source; auto-detects the input in the respective ports. Hence, if the monitor does not auto source, the user has to manually change the input source in the monitor's on-screen display (OSD) via the OSD buttons on the monitor.
Multiple Monitor Set-up:
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Most displays should be automatically detected by Windows as soon as you connect them (the shortcut for Multiple Display options is Win + P, letting you toggle different multiple-display setups if indeed there are multiple displays connected).
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To get Windows to manually detect a second monitor, right-click on the desktop, click “Display settings”, then the “Detect” button under “Multiple displays