Finished DM and got a note that says Veronica, and has a little sensor thingy on it but when I went to Veronica, nothing happened. Am I doing something wrong or is there anything significant about it?

Since the Vanilla Followers are not part of any DLC (they have their own) I doubt this is for Veronica.

Perhaps the tape is really about Vera Keyes who is central to the plot of Dead Money.

http://fallout.wikia.com/wiki/Vera_Keyes