You do have extra spaces in your delimiters, try this to avoid gaps:
Code:
spool c:\tmp_vehdetl
set heading off pages 0 lin 1024 trims on
SELECT VDPOLN||'|'||VDRENN||'|'||VDSEQN||'|'||VDVEHN||'|'||VDVRSQ||'|'
||VDVHYR||'|'||VDMAKC||'|'||VDMODC||'|'||VDSMDC||'|'||VDBDCD||'|'
||VDTYPE||'|'||VDVINN||'|'||VDSYMB||'|'||VDPSYM||'|'||VDRTER||'|'
||VDISCD||'|'||VDSYDM||'|'||VDDRVN||'|'||VDWTCL||'|'||VDVUSE||'|'
||VDVUBC||'|'||VDRDUS||'|'||DUMMYDRV||'|'||VDAMIL
FROM TMP_VEHDETL;
SPOOL OFF;

PS: apart from N_I's suggestion.