So question remains unanswered. Can we make PRMAN shaders with VEX.
I assume you mean VOP's, not VEX? VEX and prman shading language are two different languages.
To answer that question - no. It's tied to mantra, just like Slim is to Pixar's particular implementation of prman. There are many similarities between prman and mantra, but it wouldn't be worthwhile manually trying to tweak mantra code from VOPs since by definition code output from programs like Slim, VOPs, and Shadetree is more verbose than it needs to be - too fragmented to be edit-friendly. Not in a serious production, anyway…
If so how do then complile them, and how do we set do they can be used
The compiling that Henster referred to is to compile your prman shader, then run rmands on it, which can generate nice little OTLs that contain an interface to the shader. Note this does *not* contain shader code - merely the GUI access to it in Houdini. You need to ensure that your compiled shader is in prman's path.
Cheers,
J.C.