From here you can install the add-on manually.

Drop VEX.sublime-package file into Data/Installed Packages

Example:
C:\Users\teared\AppData\Roaming\Sublime Text\Installed Packages\VEX.sublime-package

Then follow the rest of the readme, including optional setup sections.

Release 7.2.1

This patch release is a follow up to the Houdini 20.0 Update released a few days ago:
https://github.com/teared/VEX/releases/tag/7.2.0

It improves functionality and fixes problems in VEX snippets.

1. Added #include <math.h> in snippets.
   Houdini has been doing this for a while under the hood.
   In other words, snippets using PI will compile.

2. Dictionary attributes supported: d@something.

3. All automatically cast attributes supported.
   Namely, added @elemnum, @numelem, @OpInput[1-4] to the support list.

4. Fixed wrong column numbers for bound attribute names in VEX compile errors.