This is Rorty’s way of talking about language games. Or paradigms (in the Kuhnian sense - Kuhn was writing just down the hall from Rorty). Vocabularies are what we deploy in discursive practice.
He thinks is needed as a successor notion to the idea of languages and theories, which was rightfully taken apart by Quine’s Two Dogmas of Empiricism.
Examples, how big are they? - on the one hand, the vocabulary of 16th century theology - also, the vocabulary of modernity - where that’s presumably an autonomous discursive practice