Does it have to be USB? If you just want analog output there are better options.

AFAIK, such USB 2 or 3 video devices are not adapters, despite what many websites state; a USB port does not output video signals.

They are basically very rudimentary video "cards". Most, or perhaps all of them, do not have a video processor and leverage the CPU for processing.

You're better off getting an HDMI or Displayport to VGA converter.

Are you using a desktop PC? If you have an older video card that has a DVI port, it might be DVI-I, meaning it can output analog video natively. You'd only need a passive DVI to VGA adapter.

IINM, the last cards to support it were geforce 900 series, most of radeon 7000 series, and some of the 200 series.

These USB VGA converters are external frame buffers, essentially.
Many say on the box art that they aren't suited for games/videos, hinting that DirectX isn't supported.

What they're made for is controlling a secondary monitor.
Which can be used for displaying a power point presentation, controlling a projector, draw a window with status information (software for model trains, a water pump etc).

Edit: That being said, simple things may work, if the bandwidth allows it.
640x480 or 800x600 in 60Hz should be possible, depending on the colour depth.
DirectDraw or Direct2D could work with such a converter.
Same goes for Overlay and GDI output.

If they're the cheap ones all over ebay, avoid at all costs. They're unreliable junk that are more likely to fry your USB ports than work as described.