does it take a lot of extra processing to include directories? like <algorithm> <vector> etc... I'm guessing yes, but I'm still kind of a noob.
in the case of yes, would it be then wise to just make my own file and just grab from <algorithm> whatever functions I need and put them in my own header?.
libraries like <vector> are built-in ones, and what exactly do you mean with extra processing? If you're talking about time, that is no matter with those built-in ones. And do you mean making your own library or what? :P
Include directories are included at compile time, not at run time. So no, your code will not run any slower. The exe might be a little bigger if you use static libs though.