I want to study the .vce format. It's a binary format and it seems more complicated than a simple object serialization. Does it exist any tool or technique to analyze a binary format?
You'll have to get a library that can read the format (or create one yourself).
You might need to "Reverse-Code-Engineer" a programm using this file format (http://www.openrce.org/). Tools used for this kind of analysis are: brain, disassembler (IDA Pro for example) and Debugger (OllyDBG for example). But beware - the way for successfull reverse engineering a file format is veeeeeerrry hard.
And reversing an application might be illegal depending on where you live!
I believe it would only be possible through some nasty reversed-engineering. It would be very useful to have access to application that uses mentioned format, so that you can generate few simple files and compare them in hex editor. You cannot get far with this method, but you might be able to figure out the header.
It would also be useful to study some binary format mechanisms, such as encryption and compression. If you're talking about Visual CertExam file format, than it is likely that useful data will be strongly encrypted.