Polarization-multiplexed dual-comb fiber lasers enable significant applications in dual-comb spectroscopy and optical sensing. However, the complexity of the underlying formation dynamics of dual-comb solitons has not been unveiled so far. Here, we capture the real-time spectral evolutions of both vector solitons from the initial fluctuations, with the help of the time-stretch dispersive Fourier transform technique. Both vector solitons experience the relaxation oscillation, quasi-mode-locking, beating dynamics, and mode locking, accompanying central wavelength shifts in opposite directions, which might be induced by the gain saturation during their buildup processes. Moreover, polarization-dependent gain in the gain fiber leads to the different buildup time of both vector solitons. Our findings open new perspectives for dual-comb buildup dynamics and might impact laser design for applications.