There are many types of super natural creatures/being in Hindu shastras but how many of those supernatural beings are mentioned in Vedas?
Atharva Veda 12.1.50 mentions about some such creatures.
Ye gandharvA apasarso ye chArAyAh kimidinah, pishAchAn sarvA rakshaushi, tAnasmad bhume yAvaya.
Earth, drive away from us, Gandharvas, Apsaras, Arayas, Kimidins, Pishachas and all Rakshasas.
In this mantra the Earth (Bhumi) is being prayed to for seeking protection from those non-physical beings mentioned.
I'm not sure about the beings called Araya. But for the rest: Kimidin is a kind of evil spirit, a Gandharva is a celestial singer, Apsara a celestial dancer, Pisacha a ghost like creature and Rakshasa is a demon.
According to the scriptures, the human, animal, plant, etc. creations are natural creations whereas the devatas, etc are supernatural creations:
Bhagavata purana - These last three creations and the creation of demigods (the tenth creation) are vaikṛta creations, which are different from the previously described prākṛta (natural) creations.
And the various supernatural creatures from the Bhagavata Purana:
The creation of the supernatural creatures (deva-sargaH) is of eight varieties: (1) the demigods, (2) the ancestors (pitrs), (3) the asuras, or demons, (4) the Gandharvas and Apsarās (5) the Yakṣas and Rākṣasas, (6) the Siddhas, Cāraṇas and Vidyādharas, (7) the Bhūtas, Pretas and Piśācas, and (8) kinnaras, and others. All are created by Brahmā, the creator of the universe.
I know you asked for the Vedas, but these creatures are mentioned in various verses in the Vedas.