I have done several Dante recordings using Vegas, and it works very well! You have to buy and install Dante Virtual Sound Card (it's $40, I think) from Audinate.
You must first start Dante Virtual Sound Card (DVSC) before running Vegas so that Vegas will see it when it opens. When starting DVSC, select the number of channels you want. I think the options are in blocks of 8. Then, using Dante Controller, map the Dante channels you want to DVSC.
Start Vegas, and in Options -> Preferences -> Sound Card, select DVSC as your audio device. As with any multi-channel device, it will show the number of channels that you set in DVSC when you started it. In Vegas, you can then insert as many audio channels as needed, selecting the appropriate DVSC channel for each respective input.
Remember to set your audio recording resolution to what the Dante system is clocking at. I would think that's universally 48K, but I could be wrong. I recently recorded 14 channels, and it was smooth and error free!
Another thing I just remembered that may be obvious. When connecting your machine to the Dante network, turn off any other networking such as wifi. Also, it's probably best to turn off any antivirus as it may not play nice with the network data.
I just multi-tracked a concert this week using Vegas and Dante. I've done it several times, though it isn't my preferred way of recording because of the inherent 'fragility' of computers and everything that could go wrong, as opposed to a dedicated recorder. It works great once set up properly on the computer. Billvo covered all of the points, I think. I emphasize that your project properties must match the sampling rate of the Dante network. A couple of times I scratched my head wondering why Vegas wouldn't recognize the Dante channels, and then I realized that my new project defaulted to 96kHz, whereas the network I was on was at 48kHz.
If you're on Windows, force Windows updates several times before recording. Once, during a rehearsal, my computer launched a massive Windows update, tying it up for about an hour before I could use it again. That would have been disastrous during a live concert. Turn off antivirus and screensaver, disable screen power off.