Tado does not (yet) understand the eBus protocol dialect spoken by the Vaillant VR66 controller module, it only understands the version spoken by the older discontinued VR65 module. Tado have not indicated if/when they will solve this.
If you are in the Netherlands, Vaillant boilers come with a VR33 module which converts eBus to OpenTherm which would then work with Tado. Vaillant do not allow using the VR33 in the UK, fitting one would invalidate your warranty.
Another option is to connect the Tado to the boiler wired for 'call for heat' mode instead of eBus control. This should work although it is a less capable method than eBus or OpenTherm.
It might be worth adding your request to the following for VR66 support.
Tado CAN work with Vaillant ecoTEC Plus boilers. My personal experience: ecoTEC Plus 838, Tado V3+ over wired ebus connection, works fine thanks.
The VR66 "issue" isn't so clear-cut, in that Vaillant boilers aren't supplied with this control centre and it's not required for HW-on-demand (combi) installations.