Plug it into your motherboard. The R7 240 offers less features, and is less capable than your APU graphics. The only advantage that it offers are the additional display ports.
To elaborate, someone on this forum had a similar question, and received a pretty good reply. Going off of that, your 7860k has 512 graphics cores running at 757Mhz, compared to the 240's 320 graphics cores running at 730-780Mhz. Your 240 may handicap the performance of your APU.
If you still want to go ahead with dual graphics, then boot up your system with the display connected to the discrete GPU, and in your motherboard BIOS, under 'Peripherals' or something like that, there should be an option to change the graphics adapter or output. You'll find an option that combines the motherboard apu and PCIe discrete graphics together. Select that then reboot. You should be able to get graphics output from the motherboard after that.
MODERATOR NOTE: I am glad to see you have resolved your issue. To help keep this post on topic and help other with a similar issue, I am locking this thread.