This is what I found after installing the latest:
SELECT vector('[0, 0, 0, 0]') || vector('[0, 0, 0, 0]') AS repeated_vector;
ERROR: operator does not exist: vector || vector
(postgresql version 16.3)
I do not know whether concatenations works in older versions >= 0.7.0.

Edit: I reinstalled when still having an earlier 0.6.2 version and assumed the new version would propagate.
However, when I finally checked the vector extension version in pgadmin, it still said 0.6.2. Making it 0.8.1 resolved the problem.

Also, during nmake it appears that upgrading is not quite integrated, since nmake tries to create the vector subdirectory in the postgresql tree and fails when it exists.
So I attached my makefile.win modification as .txt.

Therefore, if you wish to close this, that is fine.

Makefile.win.txt