Vincent is one of the secret characters in Final Fantasy 7. His past with Shinra made him join Cloud. He is in search for Lucrecia. He does massive amount of damage and is a worthy opponent so you should keep him in your party!
TO GET VINCENT GO TO THE SHINRA MANSION. AS SOON AS YOU GET IN GO AT THE LEFT SIDE AND PRESS O. EVENTUALLY YOU'LL READ CLUES TO FIND HIM. FOR EASIER WAY GO TO A WALKTHROUGH!