Vugen is one of the component of Load Runner which is used for script creation.
If you want to know about load runner and its component then I recommend to watchj my below video.
• Introduction to Load Runner and its C...
This video provides you with following information
1 ) Introduction to Vugen Interface
2) How to record a script
3) How to debug a script
4) How to do basic correlation
5) Other features available in Vugen