He's chillin' in some winter ruins, havin' a good time.
CryZENx, the creator of this demo, which is the latest in a series of pretty UE4 demos featuring random characters, obtained the Vader model from SoulCalibur 4, then did the model rigging and cloth animations while importing in the engine. The model was then placed in Epic's Ice Lands Infinity Blade map, and voilà, Vader's traipsing around the ruins, shooting shiny particles all over the place.
You can grab the demo here, or you can just look at the video and screenshots below.
Thanks for the tip, Jonathan!