As you probably already figured out, Vray isn't free. It's a paid render addon for Blender which uses a completely different build than the standard download. Chaos Group have done a great job integrating the render engine, but to be honest, unless you are working in a pipeline where Vray is truly needed for certain VFX, I would recommend the integrated Cycles render engine or the real-time Eevee engine instead. Cost vs performance, it's an unbelievable deal (free), and the support for GPU rendering in Cycles makes render times extremely competitive to industry standards like Vray. I use Vray in 3dsmax, and it's truly a great engine but the settings for it to get the optimum results on certain scenes can be quite advanced compared to Cycles.

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