It uses RAND_load_file function from OpenSSL, which accepts any binary input - random bytes. Under Linux and OSX the /dev/random file can be used, I don't know equivalent under Windows. However, OpenSSL uses /dev/random by default, so there is no improvement using it explicitly.
Only scenario might be when you need faster random numbers generator, as /dev/random is quite slow and you start vanitygen very often. Then you can for example use /dev/urandom (but in this case you expose yourself to small but perhaps exploitable possibility that the seeds for generated addresses will be related). Certified hardware random numbers generators would be preferred in this case (some recent Intel and VIA CPUs have one).