To do this you need to have the Vampire Bat Guardian and equip it to a character you feel more comfortable with or to all your characters if you feel like it.. (Personally i used it on Jago and Shadow Jago)
In order to activate Vampirism in game you will need to activate an ender.
For example if you play with Jago, then start a combo and perform an ender:
You will need to keep doing that for some time until in total you have collected 3000 HP. I am not 100% sure but i think it works while your health is full too.
When your guardian is out of power, then go to the Shadow Lords menu then Guardian and refill it in order to use it again.
Good luck :)