About Vega :
Vega is an open source scanner and testing platform to test the security of web applications. Vega can help you find and validate SQL Injection, Cross-Site Scripting (XSS), inadvertently disclosed sensitive information, and other vulnerabilities.
Vega was developed by Subgraph.
Lets scan for a website for vulnerability as you can see you directly browse this tool on backtrack by following path.
Bancktrack>vulnerability assessment >web application assessment >web vulnerability scanner>vega
of course you can easily browse this by some command on terminal
Now on the top select scan option since it open graphical user interface of this scanner.
it will ask you for url to scan and below option which you can mark for a scan.
next you can even set the login cookie if your site need any credentials for access.
next click on finish it will scan your website quickly.showing below the vulnerability count as well as url.
Next you just need to re-verify /cross check those vuln url simply by following those url and exploitation.
have fun ...