Hi Raju,
It must be DB9 to VGA cable and not VGA to DB9.
There is a difference as the VGA connector is always connected to the output device, but the DB9 can be connected to any device which can do serial communication. Your PC can list the serial COM ports like DB9 port or USB port where the USB to DB9 converter is connected and not your VGA port. That’s the reason why even if you connect a VGA to DB9, your device is not listed in COM port.
Try to use a simple USB to DB9 converter.