Darth Vader may have never known Princess Leia was his daughter in Star Wars and never cultivated a relationship with her, even when he was a Force ghost. Anakin Skywalker never knew Pé was pregnant with twins, and he believed his child had died with his wife. He had no idea Pé had given birth before she died, still less that the Jedi had spirited the children away and hidden them.
Darth Vader's illusions were shattered shortly after the destruction of the first Death Star. Vader was held responsible for the Empire's defeat at Yavin 4, and he sought revenge on the Rebel who fired the shot. He hired bounty hunters to scour the galaxy seeking him out, and Boba Fett eventually came back with the name Skywalker. It was only then that Darth Vader realized his son was alive, and he began his quest to find the boy.
Darth Vader didn't learn he had a daughter until Luke and Darth Vader were locked in a duel. No doubt Darth Vader's mind was racing as he fought, and he may well have deduced the sister's true identity given he knew Luke and Leia had been working together for the last few years.
Leia may have initially trained as a Jedi, but she never desired a relationship with Anakin Skywalker's Force ghost. Claudia Gray's novel Bloodline established that Leia struggled with the knowledge that Darth Vader was her father, as her memories of the Dark Lord of the Sith were the stuff of nightmares. She found herself unable to forget her experience on the first Death Star, when Vader had tortured Leia in an interrogation in the hopes she would give away the location of the Rebel base. Leia didn't know whether she could cope with a vision of Anakin Skywalker's Force ghost. There's some evidence most Jedi need to train to see Force ghosts, and Leia's attitude to Darth Vader may well have meant her father was unable to appear before her.
Sadly, although Leia did manage to process many of her emotions toward Anakin Skywalker, there's no evidence they ever cultivated a relationship through the Force. Rae Carson's novelization of Anakin Skywalker's Force ghost. Hopefully, Leia became closer to him after the Star Wars saga, when they were both found in the netherworld of the Force.
