If I setup Vader, do I need to pay an OOH penalty?

I believe that would be the Out of Game penalty, which is much higher

Which Vader?

This one?

Is that the limited print run of Vader or the old WWF version? If it's the WWF version, it's clearly not legal for play.

If I setup Vader, do I need to pay an OOH penalty?

I think you mean Viper, and yes

Use the force Luke !!!