Darth Vader may have never known Princess Leia was his daughter in Star Wars and never cultivated a relationship with her, even when he was a Force ghost. Anakin Skywalker never knew Padmé was pregnant with twins, and he believed his child had died with his wife. He had no idea Padmé had given birth before she died, still less that the Jedi had spirited the children away and hidden them.
Darth Vader's illusions were shattered shortly after the destruction of the first Death Star. Vader was held responsible for the Empire's defeat at Yavin 4, and he sought revenge on the Rebel who fired the shot. He hired bounty hunters to scour the galaxy seeking him out, and Boba Fett eventually came back with the name Skywalker. It was only then that Darth Vader realized his son was alive, and he began his quest to find the boy.
Related: Star Wars: Why Obi-Wan Really Calls Vader “Darth” In A New Hope
Darth Vader didn't learn he had a daughter until Return of the Jedi, when he stood before Emperor Palpatine. The Emperor's power probed Luke's mind, attempting to goad him to fall to the dark side, and he discovered Leia's existence. "Sister," the Emperor taunted. "So… you have a twin sister. Your feelings have now betrayed her, too." Luke reacted with a flare of rage, triggering his lightsaber at last, and soon Luke and Darth Vader were locked in a duel. No doubt Darth Vader's mind was racing as he fought, and he may well have deduced the sister's true identity given he knew Luke and Leia had been working together for the last few years.
Leia may have initially trained as a Jedi, but she never desired a relationship with Anakin Skywalker's Force ghost. Claudia Gray's novel Bloodline established that Leia struggled with the knowledge that
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