Because of the difference and limit between Apple and Cydia, it need use different method to import videos to VPlayer.
You can import any videos to VPlayer with iTunes, iFunBox or other tools if VPlayer is installed from Apple's App Store.
If you use iTunes, just look at "How to import videos". It is a instructional videos, and it is a built-in video in VPlayer, you can find it in VPlayer.
If you use iFunBox, a simple way to get started is to:
You can import any videos to VPlayer with iFunBox or other tools but iTunes if VPlayer is installed from Cydia or other APTs.
You need to import video to /User/Documents folder. For example, using iFunBox