The Vector Tool in Photoshop is called the Pen Tool. It takes quite a bit of practice with it to get good with it. Try a google search or a search on
www.good-tutorials.com on pen tutorials.
It is a very powerful tool. Though I am not actually sure if it is a true vector tool or just a pseudo one. Either way, it works to make nice graphics.
If you truly want to work with vectors though, you should download Adobe Illustrator.