As has been already covered, with AMDGPU's new display code stack (also known as DC / DAL) having yet to be merged into the mainline Linux kernel, you won't see "out of the box" support for Radeon RX Vega on Linux for at least a few months. Thus the easiest way for quickly getting the Radeon RX Vega graphics cards on Linux is by installing the AMDGPU-PRO driver. That is, of course, assuming you are running a supported distribution like Ubuntu 16.04, Red Hat Enterprise Linux / CentOS, or SUSE Linux Enterprise. Support on unofficial distributions will vary as always depending upon your Linux kernel version, X.Org Server, etc.
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