An oscillator is always on. A VCA is the gate that lets sound pass only when you want it. The second module you meet, and the one that makes notes possible.
A VCO is always on. To turn it into notes you need something that opens and closes the sound. That is a VCA: Voltage Controlled Amplifier.
The VCA has an audio input, a CV input, and an output. The CV controls the gain. Feed it a signal that goes up and down, and the volume goes up and down with it.
The LFO is outputting a slow sine wave. Patch it into the VCA's CV input and listen. The drone breathes.