Is there a quest to learn the dance of the vanu?

[BillyKaplan]

I'm pretty sure they're called the Vanu but i think the friendly tribe is called the Zundu.

Vanu Vanu is the race. Zundu is the friendly tribe you meet in the MSQ. Vundu is the tempered tribe, and Gundu is the tribe the beast tribe quest chain focuses on. And like Soraki said, that beast tribe quest chain is where you get the dance from.
There's another variation of the dance, the moonlift dance, but that requires completion of the Vundu quest chain, the Vath/Gnath quest chain, and the Moogle chain (crafters) alongside another sidequest chain.