Apart from editing the skins via the control panel you can't really integrate forum software without at least some code/markup/CSS level intervention.
Typically VB Boards contain a number of different page includes. These are assembled from the database. You can edit these (carefully) to integrate into an existing sites look and feel - means you can add your sites header and footer info and then style the forum layout to suit.
Simple things like making your own custom buttons and background images can have a big effect too though.
You don't have to bork the entire message board to experiment. You take the default style and create a copy, rename it whatever you want. Experiment with it at will. You will find this in the admin area under styles & templates.