well *.vcf is a vCard file.
vCard files only store contact information like phone numbers, email addresses, URLs, a photo, name, etc. (
http://en.wikipedia.org/wiki/VCard#Properties for a more or less complete list)
So I guess the .vcf file is used to add an email-address to the users addressbooks which in turn ensures that the email sent by the game-website won't be marked as spam or even worse, immediately deleted.
Using such a .vcf file probably won't ensure that the players receive your email, but it's an easier way than to tell the players they'd have to look in their spamfolder, search for an email from the gamewebsite and mark it as a regular address, not spam.
But seriously, if you need to tell the players that, I'm surprised they even managed to sign up for your game.