Not sure what you're asking. They're completely separate apps; they don't work together at all. You would use SS by first rendering from Vegas, and then opening the file in SS to compress it at something else.
If you're referring to how the result compares with Vegas, I find that SS can give you a smaller file at similar quality, and you'll be able to export to additional formats with it, but it's also a very quirky program prone to what I considered an unacceptable level of unexplained errors. Of course, it's been a while since I tried it last, so maybe newer versions have worked some of that out.