You're misunderstanding the role of the $\mathsf{ZFC}$ axioms. Their goal is to basically be a "once-and-for-all" framework for doing mathematics; rather than describe any particular mathematical object necessarily, the idea is that they should describe the whole universe of mathematics. This is a universe which, among other things, contains vector spaces - so one of the things the $\mathsf{ZFC}$ axioms should be able to do is prove things about vector spaces. By contrast this just isn't something the vector space axioms are intended to do: we don't e.g. ask "Can the vector space axioms prove Fermat's last theorem?"
The $\mathsf{ZFC}$ axioms therefore need to be considered along with general implementation strategies - ideas for how a priori non-set-theoretic mathematical concepts can be implemented in set theory. These strategies - or rather strategy really, there's never much of a trick to it, it's just really tedious - mean that we can express all of mathematics in the language of sets alone in a very real sense.
Having fixed a way of expressing mathematical statements in the pure language of set theory, we now want to actually prove/disprove them. The success of $\mathsf{ZFC}$ is measured in large part by its ability to prove things about other mathematical objects, implemented according to the previously-mentioned strategies, which we can prove in "naive mathematics" already. This is what the quote is referring to: while there are indeed mathematical questions which the $\mathsf{ZFC}$ axioms do not resolve, they are few and far between (outside of mathematical logic anyways :P).
We will call ... a vector spaceHow are the ZFC axioms not defining sets, membership and $\varnothing$ in the same way? – MWB Nov 09 '20 at 02:44