No, because even in my home network, the 3G data connection works without any Vectone APN having been defined. What I have under the APN settings is just an entry called UBIQUISYS, with no server address, port, username or password defined. Clearly though, this "phantom" APN is not "ubiquitous" enough to work under any network, while in roaming.
The networks that the phone connects to while abroad are always "partner" (non-Vectone) networks (e.g. Vodafone), so I suppose if an APN would have to be defined, it would have to be one from one of those networks, but Vectone gives no such information.