I think you're kind of getting things backwards.
With Microsoft's compiler, you can covert structured exceptions into C++ exceptions, and catch them as such (but at least in my experience, this isn't particularly useful in practice).
I haven't tested that with vectored exceptions but they're similar enough that I'd guess you can probably do the same with them (but I'd expect the same lack of good results).
I don't know of anything that allows you to go the other direction though. You can implement C++ exceptions in terms of structured exceptions if you want. Since vectored exceptions are an extension of structured exceptions, you can implement C++ exceptions in terms of vectored exceptions as well.
But there's no guarantee that any particular compiler will actually do that though. Microsoft definitely did at one time, but it's not at all clear to me that they do any more. For example, the compiler has two switches:
/EHs enable C++ EH (no SEH exceptions) /EHa enable C++ EH (w/ SEH exceptions)
Maybe /EHs
could still use SEH internally, and just not provide them at the user level, but it's not at all certain. I seem to have a vague recollection that it doesn't, but I'm not at all sure.
gcc and clang do now have at least some support for SEH (and probably VEH), but at least the last time I looked, they didn't depend on either for their implementation of C++ exceptions.
Bottom line: I doubt anybody really guarantees that what you want will work, so about the best you can hope for is to test, and perhaps it'll work for the code you care about with some specific compiler and flags. But at best it's likely to be fairly fragile--a seemingly minor change in the compiler or even just flags could break it.