before take off when atc instructs me to proceed direct to XXXX does this mean i am on my own if i choose to follow the correct departure routes for a given airport? voxatc doesnt give me vectors like fsx atc

Normal procedure is to climb to 1,000' AGL on runway heading, then turn towards your first waypoint, unless there is a published departure routing that is preferred. You are free to depart any way you want as long as you end up at the first waypoint at the assigned altitude.