Hi Lucca!
If you right click on the gray area of the Rhino toolbar, select show toolbar and scroll all the way down and select the Vray toolbar. It should appear as a separate toolbar window. Make sure your toolbars are not locked and drag the Vray toolbar on top of the others to see it snap in place next to the other toolbars: http://imgur.com/a/V5F1Z
Good luck and let me know if this worked.
Best,
Arie