When I compiled this program (from C++ Programming Language 4th edition):
main.cpp
#include
#include
#incl
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:
#include to #include "stdafx.h". It is supposed to be a project local file, not to be resolved in include directories.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.