First of all, you have some problems with the definitions you use.
Don't think of a vector space as "a set of vectors". This is circular and requires you to define a vector first!
A vector space is a set of elements which satisfies the vector space axioms, and these are more expansive than just closure under the operations.
A field need not be the reals or the complex, either. The rationals form a field, and so do the integers modulo a prime. Fields are a requirement because, like vector spaces, they are a closed space under the operations.
In a way, vector spaces are a generalisation of fields to multiple dimensions; you can consider fields to be a vector space where all of the vectors are one-dimensional. I suggest some exploration of this, to help you get comfortable with seeing the connection and how properties from one might be similar or different in the other.
Elements of the field are used to make up elements of the vector space (which are called vectors). The use of a field ensures that when you employ scalar multiplication or linear combination, the field elements are guaranteed to give you a result also in that field. Therefore the vector space elements, i.e. vectors, will be composed of field elements, so they will also be in the vector space!