WordPress MU is easiest installed on a single site that then has multiple domain names pointed at it. In Vesta, this would mean that you’d create an account, as a site to it, and install WordPress MU to that site. Do add additional domains, go back in to the site settings in Vesta and add these domains as aliases. This will cause Vesta to route requests from all of those domains to the site running WordPress; WordPress will analize the incoming requests and determine which site to display.
The downside to this approach is that the aliased domains are not separate sites and therefore cannot have their own email accounts and whatnot. If this is a requirement, Vesta is probably not the best bet for your situation as it will require a lot of manual reconfiguration.