VGA is an older analogue video standard. HDCP has no relevance at all to VGA - as HDCP is used by media producers to prevent unauthorised copying of high-bandwidth video over an HDMI digital interface. As such, video content will play just fine over VGA. HDCP is only a consideration over HDMI.
Be aware that VGA only caries analogue video - and not sound. HDMI by contrast, carries both - and has the capability of supporting high quality/high bandwidth video over its digital interface. This is where HDCP may become an issue with some commercial media content. Where HDCP is used to prevent unauthorised duplication of copyright material, all devices in the HDMI chain must support HDCP - as otherwise there will be no video.
Some, but not all, HDMI Adapters support HDCP. The same is true for some computer monitors and TVs.
The Apple Lightning and USB-C HDMI Adapters do support HDCP. For third-party HDMI Adapters, or USB-C hubs that incorporate an HDMI port, you must carefully scrutinise the manufacturer's specifications. Unless HDCP support is explicitly mentioned, it is very likely that HDCP is not supported.
In conclusion, to labour a point, HDCP support is only a consideration for some commercial media content over HDMI. If you have need for VGA, HDCP it is largely irrelevant.