OpenLayers supports something called Build Profiles. These allow you to build a single file OpenLayers.js which contains all the code you need and only the code you need.
In order to target a minimal changeset for OpenLayers 2.4, we’ve added an additional profile, ‘full’, which contains the OpenLayers Vector changes. These changes increase the library size by about 25% over the ‘standard’ build, and may add more code complexity.
What this means is that in order to use the vector tools, you will need to build a different single file build than you did in the past: instead of just running ‘./build.py’ in the build directory, you will need to run ‘./build.py full’.
The OpenLayers 2.4 distributions ship with a pre-built OpenLayers full build in the root of the release directory. If you want vector support, you shouldn’t need to do anything — but if you’re rolling your own, you can just move forward with the code that you had as of the last release, rather than needing to do full testing on all the vector code.