Usually not. These processors are usually not built for situations where you want or can use an integrated graphics card. Consider that standalone graphics cards are always of higher quality (unless you compare very old and/or very low-end GPUs with cutting-edge high-end GPUs) and consider that using graphics cards can save CPU heat.
However, the E3 V5 series does have an integrated graphics card, probably because it’s an entry-level, and Intel can imagine a situation where someone can afford an E3 and doesn’t want/need to buy a GPU. Intel ® Xeon ® processor for graphics-intensive processing
Frankly, this is not something the Xeon should come with.