Sure thing! I'm always happy to help.
The pronunciation of Vanyacallo is fairly straightforward.
The 'ny' is a single consonant, which can be approximated as a 'n' sound immediately followed by a slight soft consonantal 'y' (as in English yell); the 'ny' in Quenya is the same as the Spanish 'ñ', if you are familiar with it (though bear in mind that Quenya uses 'ñ' for a completely different sound itself). You can here the sound of the Quenya 'ny' / Spanish 'ñ' here.
The 'c' is always pronounced like a 'k'. In fact, if you prefer, you may spell the name as Vanyakallo as well - Tolkien did so himself quite often.
The 'l' is not a dark L sound, but the one you hear in English light; since here you have two of them in a row, you need to hold it a bit longer.
The vowel 'a' (in all positions) is the one you have in English father, like this; the 'o' vowel at the end is the one you hear in English for, like this.
The primary stress falls on the penultimate syllable, vanyaCAllo; there's also a weaker secondary stress on the first syllable, but don't worry about it too much.
If it helps, the IPA transcription of Vanyacallo would be [ˌvɑ̟.ɲɑ̟.ˈkɑ̟l.lɔ].
Feel free to ask more questions if you need any more clarification!