I have a Raspberry Pi Zero without a SD Card. I bought a HDMI to VGA cable and I am currently testing the cable but nothing displays on the screen. Does the Pi not display anything or does it have something to do with the cable?
On Raspberry Pi there is no signal on HDMI unless the VideoCore IV Chip has been initialized. This is done by reading the special firmware (bootcode.bin/start.elf) from the boot partition. So unless you have an SD-Card present, you won't be able to see anything.
No ( from a poor experience of mine )