Simply annotate your VCF file using any of the program; ChIPseeker, MEME, bcftools ... the list is long. I am demonstrating bcftools here:

   bcftools annotate  -a genes.bed.gz  -c CHROM,FROM,TO,GENE  -h <(echo '##INFO=ID=GENE,Number=1,Type=String,Description="Gene name">')  variants.vcf.gz

A few things to note:

• genes.bed.gz must be a standard BED file that has been zipped using bgzip (bgzip genes.bed)
  • genes.bed.gz must indexed using tabix (tabix -p bed genes.bed.gz)
  • genes.bed.gz does not need a header (we define this with the -c option instead)
  • CHROM', 'FROM', and 'TO' are required to be passed to the -c option, but these columns do not actually get added to your VCF (only the '- GENE' will get added)
  • Because we're not annotating from a VCF/BCF file, the -h option is required (it will not work otherwise)
  • Whatever we pass to the -h option will simply get added to the VCF meta-information

what have you tried so far?

quick search should give you half the solution already (bedtools intersect)

Besides everything that was already said, you can also try using AnnotSV for this task.