The reason vector is good is because it can be resized any amount (small as you want or large as you want) with no loss in quality, no jaggie edges, no blurry lines.
If you're done with the images for now, then I wouldn't worry about it. But if you foresee using the images in the future and possibly resizing them for various applications, then it'd be handy to have them as vector.
To make them vector you got to recreate them using the Pen Tool (in Photoshop). If you're not familiar with the Pen Tool then you can find a very basic video tutorial
here (right-hand side of the page) on how to use the Pen Tool.