Regarding the Vault. Almost any server type of program does not have a UI. You set it up with config files, and then you run it. You look at it's log file to try to debug issues. This is the case for things like Apache web servers, Postfix mail servers, Plex Media servers, Minecraft game servers, Freeswitch VOIP servers, etc., etc, etc., This is the standard for any type of program that is expected to just run in the background, day after day, week after week, month after month, year after year. There's no UI, because the user is not expected to need to or want to interface with it. The Vault is not a server per se, but it follows that paradigm, as it will run quietly in the background forever.
There are a bunch of status messages that appear as it runs, so that's how you know it's running. In Linux, you set up a screen session, and run it in that, so anytime you want to, you can switch to that screen, and see those status messages. You can also tell Linux to start it on boot and run in the background, just like you would do with a web server, phone server, etc. In that case, you won't be able to ever see the status messages, but you still have your log file to look at, to see how things are going. For Windows, there is no equivalent to Screen, AFAIK, so you need to remember to not close that window when it's running. There are ways to run programs as Windows Services, which will be what you would do when we go live, to avoid having a window that you can accidentally close and stop your vault.
As for the other programs, the separation into multiple programs is a hint of things to come. The Launcher provides the gateway into the network. It handles authentication and encryption to allow network access. All other programs use the Launcher to access the network. Someday, there will be hundreds of programs. You will only download and run the ones you want, of course. They will all be forced to use the Launcher for authentication, so that some random program is not given your SAFENet credentials.