You will randomly get silver keys while you're hunting, easy to miss, you don't need to do anything they'll automatically apply to your vault when you pick them up.
When you have all the silver ones, you'll need to buy a gold one from shop (30gg) then you can open the vault. It's generally only worth doing when all 3 of the bars are full so you get the maximum value from it. I also wouldn't bother until around level 180 or so, when exp starts to slow down. After that it's a really nice boost to your exp and some bonus gold and demon souls.
You can also buy the silver ones for 10gg each if you're impatient. But again, I wouldn't bother with that until at least level 180
If you find 1 other for heroes quest but can't find a 3rd, then let me know and I can put one of my storage characters in the map to make up the numbers, but it'll be on the 2 of you to do the quest, I'll just TT once you're at the last area