When I read posts about being “radio vectored” or similar- what exactly does this mean? 
 

is anyone able to provide an example.

I normally fly Dep > SID > Waypoint to waypoint > STAR > approach 

where does this happen and when?

Vectors is when ATC tells you to turn to a particular heading. 

And meanwhile you can see it more often - the STAR ends at a point on a (imaginary) downwind leg and does not lead you to the FAF.

At least at this point you get vectored and you'll have to expect early turns to final and have to be prepared and configured for ....

 

Best regards

It's an ad-hoc instruction based on the situation, in order to expedite matters. Generally speaking, if you get a vector, it will be to cut out some of the more convoluted routing of a SID or a STAR, if ATC observe there is no traffic about. Following the procedure will normally guarantee separation and allow ATC to be sure there were not likely to be any traffic conflicts, but if there is nothing on the scopes except you, there is no point in you going to several waypoints when they can point you straight at where both you, and they, want you to get to.

So for example, instead of heading to a few waypoints before intercepting a localiser, ATC might observe that there is nothing likely to conflict with you, and so they'll simply point you on a heading (vector) whereby you'll fly into the extended centreline of the runway approximately ten-fifteen miles out from the threshold, so you can simply tune the ILS and intercept the localiser, or just turn and head for the runway if you are going visual, saving you a bit of time and some fuel and clearing their airspace a bit more quickly.

IRL vectors are often preferred as it will usually result in short cuts. MSFS ATC however doesn't seem to be capable of working this out well in the sim. 

Some approaches that use vectors are not at ATC optional discretion but demand vectors. The approach routes you to a particular waypoint whereafter vectors are required by ATC to line you up on the localiser/runway centreline.

@Chock You'll see it mainly at airports with dense traffic. " .... nothing on the scopes except you " is not the main aspect.

STAR's with vector are an extended utility for a/c separation by ATC. For example I brake the sequence and clear a light or medium a/c in front of a heavy. As you said, saving time and clearing the airspace qickly is the main goal - efficient flow of air traffic.  

Best regards

55 minutes ago, stratone said:

@Chock You'll see it mainly at airports with dense traffic. " .... nothing on the scopes except you " is not the main aspect.

Yeah I know. It was just a quick and dirty comment to get the point across, I didn't intend it to be a training manual. 😉

What’s your vector, Victor?

 

Sorry, couldn’t resist. 

35 minutes ago, mikegrr said:

Sorry, couldn’t resist. 

Thought about that too.

'Technically, Dunn was under Oveur and I was under Dunn. Both Dunn and I were under Oveur, even though I was under Dunn.'

Awful...but funny.