There are lots of different ways to build vector shapes in Studio Artist. And you can edit bezier paths and bezier shapes when you are in Bezier operation mode, or draw them from scratch. You can generate vector paths in the bezier path frame when working with paint presets. And the vectorizer can generate vector paths. As can a number of different image operation effects (like Color Edge or Sketch Edge or Sketch Mass).
You can't import adobe illustrator files into a bezier path frame. You can open SVG graphic files as source images, but they get converted from vector files to raster images when you do that.
You can export and import andy bezier paths or bezier shapes you create in Studio artist using the appropriate import/export bezier path frame menu commands.
You can output all kinds of vector graphics via the EPS and SVG action output commands. This involves using the playing back the vectorizer or a PASeq that generates vector information.
Here's a link to some different tips on working with and generating vector information or vector files in Studio Artist.