If you mean a vector of class objects all of the same type then you just put them in an object array that behaves like a numeric array:
myObjectHandles = [obj1, obj2, obj3];
etc.
If you want to mix and match classes of a hierarchy that are not all the same type you have to do a bit more work, but unless that is what you mean I won't clutter my answer with that to start with.
Object arrays do have some nice properties. For example if your class has a property 'value' you can type:
myValues = [myObjectHandles.value];
to get an array of the 'value' property from each of the objects in your array also.