Hi,
VisualDSP++ includes Abridged C++ library support, include the Embedded C++ Library and the Embedded Standard Templates Library, as detailed in the Compiler and Libraries Manual at 'Help: Contents: Manuals: Software and Tool Manuals: C/C++ Compiler and Library Manual for Blackfin Processors: 3 C/C++ Run-Time Library: C and C++ Run-Time Library Guide: Abridged C++ Library Support'.
If in doubt, you can also check "...\Blackfin\include\cplus\" (you will see the "vector" file).
You said that it doesn't work when you try to include it - what issues are you having?
Regards,
Craig.