When you want to enter a trial, give the Key to Ash, and go to a Dojo.When you leaves the dojo, you will be asked if you wish to transform, select yes and be transported to the trial.In the trial you must open the chest with the pearl in. You have only one try per trial. You cannot go back to a finished trial.
If you get all the five pearls, go to Glasgow City and the ancient man will give you the Key of Heaven, and in the Heaven Trial you can get the pearl to get Ash to be a Vandalier.
A Vandaliers armors are theese:
  
Vandal Hearts      Vandal Helm     Vandal Armor

This is the pearl that transform Ash to a Vandalier.