You need a VGA-to-BNC cable. If the monitor has 5 BNC plugs for Red, Green, Blue, horizontal and vertical sync, then you're all set. If it has four plugs (composite sync instead of separate H+V), or three (sync on green), you need a graphics card and drivers that can do this.
Note that you never get monitor plug&play identification on BNC, so you need to feed your operating system the monitor's specification manually. In Windows, you do that by giving it the monitor's .INF description file, in Linux XFree you do this in the "Monitor" section of your configuration file.
regards, Peter