If you want to do it in bulk, e.g iterating through 10.000 records in a Data Extension, and upsert data to Sales Cloud, you should be using it's Bulk API
With regards to the use of SSJS with REST, there are numerous examples here on SFSE, a.o.:
Making a REST API call from a Script Activity in Automation Studio
REST API Methods in AMPScript or SSJS
You can use AmpScript function: UpdateSingleSalesforceObject and either execute it from an email, Cloud Page, or wrap it in SSJS, if you want to use it in Automation Studio - the latter as suggested here by Adam Spriggs:
SSJS script to update Salesforce object . This function works on any objects - both standard and custom, so I assume it will also be able to update your Veeva data.
Using UpdateSingleSalesforceObject will not count towards your API limits on Sales Cloud.