It depends on where your scraping script runs.
If it runs on the same server as the forum software, you might want to access the database directly and check for image links there. I'm not familiar with vbulletin, but probably it offers a plugin api that allows for high level database access. That would simplify querying all posts in a thread.
If, however, your script runs on a different machine (or, in other words, is unrelated to the forum software), it would have to act as a http client. It could fetch all pages of a thread (either automatically by searching for a NEXT link in a page or manually by having all pages specified as parameters) and search the html source code for image tags (<img .../>
).
Then a regular expression could be used to extract the image urls. Finally, the script could use these image urls to construct another page displaying all these images, or it could download them and create a package.
In the second case the script actually acts as a "spider", so it should respect things like robots.txt or meta tags.