The Ryzen 5 3600 is not a APU Processor (Processor with Integrated Graphics) which is why you don't find any BIOS settings for enabling Integrated Graphics.
You 3600 is a regular Processor that requires a separate GPU card to get video output.
You need a AMD Desktop Processor that ends with the letters "G" or "GE" that indicates it has Integrated Graphics built in it.
Your Motherboard CPU SUPPORT LIST shows several APUs including the PRO versions: https://www.gigabyte.com/Motherboard/A520M-DS3H-rev-1x/support#support-cpu
Look at all the CPUs that end in "G" or "GE" and make sure to check which BIOS Version you will need for the motherboard to recognize and boot up with that processor.