vendor directory of external dependencies has been removed from the Drupal core git repository for the 8.1.x and 8.2.x branches. This change improves Drupal 8's compatibility with a Composer-based workflow for sites.
There will not be any changes for people downloading Drupal 8 from Drupal.org. The Drupal.org packager will add dependencies to zip and tar packages.
If you're not using zip / tar files, e.g. when using a git clone, you must run
composer install to get dependencies. This command can be executed on a new or existing site. See https://www.drupal.org/documentation/install/download#git for instructions.