After a seven-year absence, Ryan Giggs' Wales side returned to the venue, formerly known as the Millennium Stadium.
Vokes scored as Wales lost 1-4 to Spain.
"It is a great ground, it is where we want to be," Vokes told the 'BBC' after the game.
More than 50,000 fans turned out to watch Wales at the Principality - 17,000 more than would fit inside Cardiff City Stadium.
"If you get the ground full there is nothing like it," said Burnley striker Vokes.
"That's where we want to be, that's the end goal. But we know we've put on some good performances in Cardiff as well.
"A full Principality is a great event for us."
Wales' home games are usually played at Cardiff City Stadium.