Every device connected to a computer (whether USB, or internally) needs a "driver" - piece of software to make it working. This driver could be already part of the operating system (in your case, Windows), or made available by the device' manufacturer on CD, floppy, web site, or part of Windows Update.
I would first try that USB monitor on a "standard" laptop / desktop, to make sure it works, and you know what you need.
When you say "Not working" - does Stick recognize that there's a USB device plugged in? THe only way to know is to have it up and working connected to a standard HDMI monitor/TV, then plug the USB monitor. If you see no changes, this seems that the Stick has not "seen" the monitor.