Plain English Meaning
When your heading instrument is broken, the controller talks you through turns one at a time -- 'turn left,' 'stop turn,' 'turn right,' 'stop turn' -- watching you on radar instead of asking you to fly to a specific heading.
Full Definition
A radar vector issued by ATC to a pilot whose heading indicator (directional gyro) has failed. Instead of being given specific headings to fly, the pilot is instructed to make standard-rate turns left or right on the controller's command, and to stop the turn when told. The controller observes the aircraft's track on radar and calls each turn and stop based on what is needed to guide the aircraft along the .