You want to create a vector data structure either as a literal, or from an existing data structure.
By far, the easiest way to create a vector is using the literal vector notation of square brackets. However, it is also possible to use the vector function, which creates a vector of its arguments.
[1 :2 "3"]
;; -> [1 :2 "3"]
(vector 1 :2 "3")
;; -> [1 :2 "3"]
To construct a vector from an existing data structure, you can use the vec function, which takes any collection and returns a vector containing the same items.
(vec '(1 :2 "3"))
;; -> [1 :2 "3"]
Alternatively, you can use the into function, which takes two collections and repeatedly invokes conj on the first with items from the second.
(into [] '(1 :2 "3"))
;; -> [1 :2 "3"]
There is rarely any reason to use the vector function over the literal vector syntax. Unlike lists, vectors are not evaluated as function calls (or anything else) in Clojure, so quoting is not a concern as it is with list literals.
Oddly enough, when constructing a vector from an existing collection, using the into approach is currently about 30% more performant on large collections compared to vec due to its use of transients to speed things up. If you’re converting large collections and speed matters, consider using into. Otherwise, vec is usually more readable.