Do you need a dedicated video card for vr headset?

You could maaaaaaybe use one of the Ryzens with integrated GPU to do really basic VR, but for anything resembling a good experience, you'll want a real graphics card.

I like the Windows Cliff House movie room for playing movies, but BigScreen is pretty nice, too.
For just video, no you don't need a video card. I ran wmr on my 2700u equipped laptop.