You could use some essential oils on the top of the Vicks Humidifier where the steam comes out where you would put the Vicks Vaporub.
But don't put the essential oils into the water itself because the essential oils could damage the humidifier and will void any warranty on the humidifier.
I have added a few drops of essential oils to other humidifiers and it shortened the life of the humidifiers and they didn't put out enough steam like they normally would with the plain water.
So if you do want to use essential oils to put in the air you should use a an essential oil diffuser for the best results because the diffuser puts the essential oils in the air much better than a humidifier does.