If I connect LED - + on breadboard GND - - on breadboard it powers up
No, the back light comes on that's all. Check to see if you need a series resistor to prevent the back light from burning out.
Do I still need to connect the VCC?
It may come as a surprise but you need to power up electronics chips before they will work. That is why battery life is such an issue on mobile phones.
And with what?
5V?
Look up the data sheet for the display. Moral - never buy anything without a data sheet.