Some motherboards do not include it, simply because alot of people prefer an dedicated graphics card so that they can get better frame rates. Not just gaming, people like my mom who have a 24" monitor and has a bunch of windows opened up at the same time need to be able to have everything look smooth. Some of the motherboards such as the 790gx chipset that I use in my computer have a onboard video with a dedicated chip for video. In my case it was an hd3300.
Hopefully that awnsered your question, Ignore the other dudes, they are being jerks, they were noobs before too!