Can I get reverb on my vocals, in the headphones, without printing it to a vocal track?

It depends. We need more information, in particular what are your headphones plugged into? If your computer what program are you using to record and playback? What are your Windows audio settings? If your headphones are plugged into external hardware like a mixer or audio interface, what is it? What do you hear beside your voice? Where is the audio, beside your vocal microphone, coming from?

Basically, yes, if your system can handle it.
You need to use the 'Input Monitoring' feature.
In the Audio Prefs area is a selection for 'Allow Input Monitoring' (in recent versions). This allows hearing the FX assigned to the track you are recording while you are recording them. In my basic mind, it hijacks the input signal, routes it to the software FX and then allows you to decide what next ..

There is also another optional selection for 'Allow IM Recording'. This records the audio track with effects. Select this option to also 'print' those FX to the recording, or do not enable this option to just hear them and not write them afterwards.

Phrased differently; to hear it while recording without 'printing it', you would enable the first option and not enable the second option. Then you can hear realtime effects on the input, but do not record them.

This *may* require use of an ASIO driver to work effectively .. depends on the system.
But to my knowledge, that's how PGMusic enables this option.

You're right, input monitoring doesn't work in RealBand or PowerTracks with MME, it requires an ASIO driver, and now in 2018 this works with WAS drivers as well.

Any effects you apply to the "Input Monitor Insert" track in the DirectX/VST Window will be applied to what you hear in your headphones.

I'd highly recommend just applying the effects to the monitor signal but record dry, then apply the same effects to the track itself, in case you need to adjust the effects after recording.

Thanks
Kent
PG Music