As part of the vB to XF import process you are prompted if you want to save a cross-reference table of the source IDs to the new XF IDs. If you save that optional table (it isn't required) then the "Redirecting URLs" section of that page Brogan linked to would be applicable.
EDIT: To clarify, not every single vB URL will have redirect available to it, only the important ones like thread links.