Hello I have this question: I would like to have a vector as class member. This is perhaps my question easier for you and I apologize for that.
That depends entirely on context - what the vector means and why you need it. Should it be shared among multiple objects? If you don't know, don't keep a pointer, go with your second option.
std::vector myVector;
If you have strong reasons to have a pointer, then please use a smart pointer, the one that provides most appropriate ownership for your situation - shared_ptr, scoped_ptr, unique_ptr or whatever_ptr