Is it possible to save with Rhino+VRay a sort of Archive File with inside the .3dm file and all the textures in order to store it or move files from one PC to another easily?
You can go to V-Ray > Pack Project. Double check the output folder that nothing is missing.
So far I remember me right Vray pack function ignores the Rhino material textures. But maybe it helps additional to use the Rhino function to save textures to the 3dm.