MPEG files will automatically be passed through if they are:
You can check the audio/video encoding option in the title properties dialog: it must be set to Copy to skip reencoding.
VOB files will normally neither be reencoded nor be remultiplexed: see the option "Do not remultiplex/transcode" in the title properties dialog.
To add splited VOB files from DVD (such as vts_01_1.vob ... vts_01_4.vob), you need to choose DVD / Add / Titles from DVD... and select DVD drive or VIDEO_TS directory.