Make sure V-Ray is your Renderer. This is done through Render Settings > Renderer.
Go to the Material Manager and from Create > Materials, select New Node Material.
The Node editor opens and you can now work with all available V-Ray nodes.
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Alternatively, there is a V-Ray Node Materials option available. If a scene is saved with the default Cinema 4D node materials, you can use this menu to create and open the V-Ray Nodes.
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For Cinema 4D up to version S24
First, make sure you work in the V-Ray Node Space. You can select it from the drop-down menu of the Node Space option.
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V-Ray Nodes can also be created directly from the Node Editor. Go to the Add Nodes... menu and from the Materials folder choose either Material or Two Sided Material, as these are V-Ray's Color nodes.
To connect a surface node open the Surface folder and select from the list. Drag-n-drop onto the editor or directly into the desired port of the Material (or Two Sided Material).
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For Cinema 4D version R25
Make sure Alternatively, there is a V-Ray is your Renderer. This is done through Render Settings > Renderer.
Go to the Material Manager and from Create > Materials, select New Node Material.
The Node editor opens and you can now work with all available V-Ray nodesNode Materials option available. If a scene is saved with the default Cinema 4D node materials, you can use this menu to create and open the V-Ray Nodes.