This must be referring to the Vigilants of Stendarr, who I've run into before. There's the guy who goes with you into the haunted house in Markarth, and sometimes you'll see them travelling the roads or fighting monsters. There's also, off in the middle of nowhere, their base, called the Hall of the Vigilant, South of Dawnstar. It's basically a cabin where a bunch of them hang out. So far as I've seen (and, please, I'd love to find out I'm wrong, so correct me if so) there's nothing you can do there. No quests lead there, or start there, or anything, which was a bit of a disappointment.
What I'm wondering is if they play a role in this DLC, or at the very least if you head to their base, you'll see it destroyed. Anybody know?
Unrelated, what do you guys think is a good character archetype for joining the Dawnguard? I know they have crossbows, but idk if that gets its own skill tree or works off archery. They seem like fighters, so I was thinking maybe heavy armor and melee, but perhaps they use spells as well?