If I want to purchase a few individual stocks can I do that through Vanguard(where I hold my Index funds)?
If you're buying a large, well known company (TSLA, APPL, etc) it probably doesn't matter where you place the order. If you're buying very small companies, or even stocks that aren't on the market, it matters a lot more.
Most brokers, including Vanguard, now charge $0/trade for stocks and ETFs. I've placed hundreds of individual stock orders at Vanguard, and I'm happy with their execution (how they route and get good prices for orders, especially "market" orders).
Robinhood was founded in 2013, back when brokers charged for every trade. So at the time, $0/trade was unusual, but now it's found everywhere. Most brokers also support fractional shares on some ETFs. Robinhood also offers fractional shares on stocks, which Vanguard does not.