The simple answer is that vxWorks takes control through a hardware interrupt from the system timer that occurs continually at fixed intervals while the system is running.
Here's more detail:
When vxWorks starts, it configures your hardware to generate a timer interrupt every n milliseconds, where n is often 10 but completely depends on your hardware. The timer interval is generally set up by vxWorks in your Board Support Package (BSP) when it starts.
Every time the timer fires an interrupt, the system starts executing the timer interrupt handler. The timer interrupt handler is part of vxWorks, so now vxWorks has control. The first thing it does is save the CPU state (such as registers) into the Task Control Block (TCB) of the currently running task.
Then eventually vxWorks runs the scheduler to determine who runs next. To run a task, vxWorks copies the state of the task from its TCB into the machine registers, and after it does that the task has control of the CPU.
Bonus info:
vxWorks provides hooks into the task switching logic so you can have a function get called whenever your task gets preempted.