All machines that compile should have VistaDB installed on them. This ensures all of the various modes of Visual Studio will work correctly. This usage is covered by the VistaDB Site License and does not, in and of itself, require the site where the build server is located be licensed.
Since VistaDB installs in the GAC and the assembly version is rarely changed any build on a computer will use the version from the GAC, even if a different version is specifically referenced through a hint path or other dependency manager. Accordingly, be sure to update the build server with the latest build when updating to ensure it is used and distributed with your application.