If the virtual entity provide is from Odata feed and out of your control, it will be a little bit tricky. There are several options seems possible, but none of them is easy.

• 1. Wrap the Odata feed with your own Odata API endpoint, add an extra column output in your own Odata API, then you can easily build lookup column in Dataverse VE. The problem is you have to fit the format of Odata and match it exactly in your own implementation.
• 2. Replace the Odata provider with custom data provider, calling the Odata api manually then fetch relevant contact, combine them to your virtual entity format, you can refer this document: https://learn.microsoft.com/en-us/power-apps/developer/data-platform/virtual-entities/sample-ve-provider-crud-operations
• 3. Use Power Apps Grid Control, then customize the email field, rewrite it with with a manually implemented lookup, you can refer this document:https://learn.microsoft.com/en-us/power-apps/developer/component-framework/customize-editable-grid-control. The most difficult part is you need to fetch user name from email, you might need some dirty handle...Check dianabirkelbach's blog for detail if you chose this way.

Simply summary:

1 & 2 will add the lookup column in VE, and adjust the data source to add the column.

3 will not modify the VE and data source, but do a heavy customization in UI level with PCF.