Vicario has detailed the impact made the Danish manager since he replaced Ange Postecoglou over the summer.
On Tuesday, Tottenham won against Villarreal on their Champions League return.
"It went really well. Good performance by everyone. It was important for me to end the match with a clean sheet. The level in this competition is high. We knew we faced a tough team that knows how to play football. We are happy to have started on the right foot," said Vicario to La Gazzetta dello Sport.
"What has changed is being able to recognize the different phases of the game – to understand when we need to push high with intensity and when we need to cover the field better.
"Generally speaking, there is more focus on defending the penalty area, also because we have more clarity about the different movements without a ball. Against Villarreal, we allowed a little too many transfers, and we have to take some hope away from the opponents as they counter. Overall, it was an excellent defensive performance as a team, and we must continue in this way."
Vicario also emphasised that the Europa League title changed the mentality.
"Winning really adds another dimension, probably even in the eyes of others, and some healthy respect. We used to have this thing, even within the club, to be the ones who always got there but never managed to win.
"But now we have done it. It has freed us up a little. We have eased a burden, so we can now move on, aware of our strengths. And also with some goals, which we will keep to ourselves, but which we absolutely want to achieve."