Thank you Jeremy for your answer. But it doesn't really help. I looked at the NVidea Homepage to find out if my graphic card would work with CUDA. I have a very old GeForce 8400 GS. On the website I found out that it should work with CUDA but it has only a compute capability of 1,1 (well... I don't know what thay may mean...)
https://developer.nvidia.com/cuda-legacy-gpusI tried to get it to work with the normal GPU-Version of Leela, but had no success. So I guess the card is too old or the compute capability too low. I don't know if it qould work with CUDA but I guess that if it doesn't work with the normal GPU-Version then also the CUDA-Version will not work
Now I found a GTX 750 TI for about 30 EUR at ebay. The nVidea Website says, it has a compute capability of 5.0. Therefore it would be interesting to know, if it will work and if I should buy it.
Maybe somebody has this card and knows if it will work.