Let $f \colon X \to Y$ be a map of locally ringed spaces, and $\mathcal{E}$ a sheaf of locally free finite rank $\mathcal{O}_Y$-modules. Then $f^*\mathcal{E}$ is a sheaf of locally free finite rank $\mathcal{O}_X$-modules.
(If you agree that a vector bundle is a a sheaf of locally free finite rank $\mathcal{O}$-modules, I assume this is a fairy general answer. I guess it works also for ringed topos, but I will sketch the proof only in the space case.)
Indeed, the property of being "locally free of finite rank" is local, therefore the problem reduces to the case of a free finite rank sheaf, but in this case its inverse image is free because $f^*$ is an additive functor.
For the right notion of coherent sheaf I suggest to look at EGA $0_I$ 5.3 (new edition). Hartshorne's definition works well only for noetherian schemes. Also, for a discussion on the relationship between locally free sheaves (or, more generally sheaves of $\mathcal{O}$-modules) and its associated shemes (that play the role of bundle spaces) look at EGA I, 9.4 (new edition). In the old edition I think it is somewhere in EGA II.