Not sure if they actually feed during play, but yes, when they're present in a town (and sometimes in hamlets), they'll wander around at night. They can ambush you during the day as well though.
In a capital city of my world I found three vampires at night - one dwarf and two elves! They always run with fear when they see me, which is amusing. They are visible on the map as "*" symbol like every encounter, so I encountered them several times, sometimes during one night. The elves are very fast, but I managed to intercept the dwarf a couple of times and started the conversation. He always agrees to stop hostilities but isn't very chatty though.
I found another dwarven vampire, one which peasants are actually talking about as a monster (unlike these other three from capital). He was attacking a monster feline in a village at night, and after interruption by me he started a fight with robber goblins which are pestering that village. So three "quests" met together. The vampire was chased away by me, but then returned and was patrolling the village during the rest of the night, without attacking people. He was even marked as an ally when we killed these goblins together. I imagine him as a kind of shepherd of that village, and people are his sheep...