Vector is an organism that does not cause infection by itself but carry pathogen in it which it transfer in the body of the host when host comes in its vicinity. Like Female Anopheles mosquito, which transfer Plasmodium vivax (microbe) in the body of the host that cause malaria.
Microbe is a disease causing organism or we can say pathogen. Like in the above case Plasmodium vivax is a microbe that cause disease.