No, but considering the fact that he biult the Interceptor, I'm sure he can forge a scrap heap of spaceship, or find himself a spacesuit. Or he can just use Konami Code like Vegeta did...that is, if he knew about it...XP

"That...was...hard..." panted Vegeta. Even in his Supaer Saiyan 3 form he had a hard time taking down the final boss, the Chaos Happy Face. "I'm going to be able to smile again without thinking about THAT horrid thing!" Vegeta said as he recovered.
"...WELL?!"
"Oh alright, fine. You can go now..." the mysterious voice said. The world faded around Vegeta, and he found himself on deserted island...
...with all of the Dragonballs.
"I just thought I'd get these for you, ka know, as an apology for taking you into that game world. Can you forgive me?"
Vegeta grinned. "Of course. Just don't do it again, or I won't be so forgivng next time..."

Vegeta has found all 7 Dragonballs!!!
Vegeta rests. He's had a hard day, after all...