A concise mathematical term to describe the relationship between the Euclidean space $X = \mathbb E^n$ and the real vector space $V = \mathbb R^n$ is to say that $X$ is a principal homogeneous space (or ''torsor'') for $V$.
This is a way of saying that they are definitely not the same objects, but they very much are related to each other.
In particular:
- The objects $\mathbb E^n$ and $\mathbb R^n$ are exactly the same as sets of elements -- they both correspond bijectively to $n$-tuples of real numbers.
However (as mentioned by OP),
in the vector space $\mathbb R^n$ we are allowed to add any two vectors (using the ''tip to tail'' visualization),
whereas in Euclidean space $\mathbb E^n$
there is no natural way to describe the process of ''adding'' two points.
Instead, given two points $P,Q$ in $\mathbb E^n$ we can naturally define their difference $\vec{v} = P-Q$, which is a vector in $ \mathbb R^n$.
This vector tells us how to get from point $Q$ to $P$.
in $\mathbb R^n$ there is a special ''zero vector'' $\vec{0} = (0,\ldots,0)$ which satisfies the additive property $\vec{0} + \vec{v} = \vec{v}$ for any $\vec{v}\in \mathbb R^n$,
while in $\mathbb E^n$ there is no point that is somehow more special that the other ones -- i.e. the space is ''homogeneous'' meaning it looks the same around every point.
In the general context, we say that $X$ is a torsor for a group $G$ if $X$ is a copy of $G$ which ''forgets'' where the identity element is.
This means the underlying sets are bijectively the same, and gives the group $G$ a natural action on the set $X$ in the same way that $\mathbb R^n$ acts on $\mathbb E^n$
(i.e. the action is free and transitive).
This blog post of John Baez discusses a few natural examples of torsors motivated by physics, and gives definitions in more detail if you are interested.