I have a very simple Toshiba Laptop with i3 processor. Also, I do not have any expensive graphics card. In the display settings, I see Intel(HD) Graphics as
Portland group have a commercial product called CUDA x86, it is hybrid compiler which creates CUDA C/ C++ code which can either run on GPU or use SIMD on CPU, this is done fully automated without any intervention for the developer. Hope this helps.
Link: http://www.pgroup.com/products/pgiworkstation.htm
At the present time, Intel graphics chips do not support CUDA. It is possible that, in the nearest future, these chips will support OpenCL (which is a standard that is very similar to CUDA), but this is not guaranteed and their current drivers do not support OpenCL either. (There is an Intel OpenCL SDK available, but, at the present time, it does not give you access to the GPU.)
Newest Intel processors (Sandy Bridge) have a GPU integrated into the CPU core. Your processor may be a previous-generation version, in which case "Intel(HD) graphics" is an independent chip.
Intel HD Graphics is usually the on-CPU graphics chip in newer Core i3/i5/i7 processors.
As far as I know it doesn't support CUDA (which is a proprietary NVidia technology), but OpenCL is supported by NVidia, ATi and Intel.
If you're interested in learning a language which supports massive parallelism better go for OpenCL since you don't have an NVIDIA GPU. You can run OpenCL on Intel CPUs, but at best you can learn to program SIMDs. Optimization on CPU and GPU are different. I really don't think you can use Intel card for GPGPU.