|If there's not enough power to run the card it may very well not show up in device manager. I can't say for sure. Of course it could also be that the card is bad. The fan running isn't really a good indicator of whether the card itself is good. That just means it's getting enough power to run the fan.|
About the connector you were wondering about. Is this your card:
(You may need to click on 'show original listing' and then click or mouse-over on the picture to blow it up.) That's the best picture I could find of what is probably your card. The seller there has the fan connected externally. I don't know if that's the way it comes or if he added that fan and has to connect it externally.
In that picture the brackets are for a low-profile application which I think is the way you're using it. In that case the 15-pin VGA connector is separately connected to a plug and the connector itself is on a second bracket. If it was a high-profile bracket both monitor connections would be on the same bracket. If you don't have that VGA connector then you'll just have an unused plug-in on the card. Is that the one you're talking about? If so, then mystery solved. If not, I don't see another connection on that particular card. Is your card different than that one?