V-Ray for Maya with XGen

Software:
Maya 2018 | V-Ray 3.6

The technical steps needed to render XGen hair with V-Ray and a VRayHair3Mtl in Maya:

1. in the Plugin Manager,
   Make sure the xgenvray.py plugin is loaded.
   * Needless to say vrayformaya.mll must be loaded too.
2. Set a Project Folder and save the scene.
3. In Render Settings, set the Renderer to V-Ray.
4. Select an object or mesh elements and create an XGen Description.
   * This can be done by clicking the Create New Description button in the XGen tab or XGen Window.
5. In the XGen Output Settings set the Operation to Render and the Renderer to V-Ray.
6. Edit / Design / Groom your hair.
7. In the XGen window, Choose File > Export Collections or Descriptions,
   And export the hair Collection and Description.
8. in the XGen window, Choose File > Export Patches for Batch Render,
   To export the hair cache abc (alembic) file.
9. In the Hypershade, create a VRayHair3Mtl shader.
10. In the Outliner, select the XGen Description.
11. In the Hypershade Browser window,
    RMB click the VRayHair3Mtl and choose Assign Material To Selection.
12. Make sure there is a light source, and render the scene.

Related:
V-Ray for Maya and nHair