Vectors and tensors in general are mathematically defined independent of coordinate systems. This emphasizes the fact that they are geometrical objects which don't care about your preference for a certain coordinate system. If you regard a vector via its components as an array {a,b,...} which you can assign a length to, it looks like vectors cannot exist without the choice of coordinates.
From the coordinate-free definition it follows that the components (!) have a certain behaviour under coordinate transformations, like the rotations you mentioned.