The base templates that you want to copy, are in /wp-content/plugins/wc-vendors-pro/templates/
You copy the one you want to modify into /wp-content/themes/yourtheme/wc-vendors/ and maintain the directory structure.
Example: To copy the /templates/dashboard/product-edit.php file, you copy it to /wp-content/themes/yourtheme/wc-vendors/dashboard/product-edit.php
Cheers
Ben