Already answered but yeah, sounds very likely that you have a GPU, and the display cable isn't connected to your GPU.
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The optiplex 3020 only has an igpu
I'd say the other way around. the bios trying to use the internal GPU and can't handle the dedicated one.
Plugging a monitor into the output that's located on the motherboard would probably work to see the bios
There is no dedicated GPU.
Does it have more than one video output? If yes, you could try the other one.
Both do the same
Do you have a graphics card? Your BIOS might not be able to use it, try plugging your display cable into the side of your motherboard.
The optiplex 3020 only has integrated graphics