Hi.
It's highly unlikely your phone will work if Vodafone is not showing cuba as part of their coverage.
I know that you are able to pick up other networks but with regards to using them while using a vodafone sim i'm unsure.
Should my memory be correct you must have at least a tri-band phone as well.
Would advise calling Vodafone and if you are unable to use their service and your phone allows it replacing your current simcard with an Orange sim or other network.
Sorry i am unable to help much further, you maybe able to use Vodafone in cuba depends how up to date the site at vodafone is.
Cheers Ken.