A multidimensional Vector is nothing more than a Vector of Vectors (of Vectors etc): Vector<Vector<X>>. Unlike with multidimensional arrays* you will need to initialize the inner Vectors manually.
* There actually is no such things. A multidimensional array is also nothing more than an array of arrays (of arrays etc). The only difference with a multidimensional Vector is that multidimensional arrays have a shortcut in syntax for creating them.