You have to properly understand what is a “stdafx.h”, aka precompiled header. Other questions or Wikipedia will answer that. In many cases a precompiled header can be avoided, especially if your project is small and with few dependencies. In your case, as you probably started from a template project, it was used to include Windows.h only for the _TCHAR macro.
Then, precompiled header is usually a per-project file in Visual Studio world, so:
Ensure you have the file “stdafx.h” in your project. If you don’t (e.g. you removed it) just create a new temporary project and copy the default one from there;
Change the #include
Secondly: it’s inadvisable to include the precompiled header in your own headers, to not clutter namespace of other source that can use your code as a library, so completely remove its inclusion in vector.h.
Just include windows.h instead of stdfax or create a clean project without template.