Select all objects in your scene and hit the Assign Material to Selection so that all object in the scene have now the vRay material assigned to them.
Render the scene. You will notice the steps the engine goes through in order to define the shading of the scene. However when the rendering is finished you'll notice it lacks depth. We'll fix that by adding a vRay light.
In the create lights list pick VRay and build a small light plane in the Top View.