Usually just saying "I'm going on vacation" or "We took a vacation" indicates that the person took a trip somewhere. Sometimes when a person schedules some vacation time off from work, his co-worker might ask "Do you have any plans while you're gone?" or "Are you going anywhere during your vacation?" In this case, taking "vacation days" from work means that you are taking paid time off from your job. Sometimes people take vacation days and use them to stay home and relax, or to take care of personal business. Therefore, when referring to vacation time among co-workers it's not immediately apparent that you're going away on a holiday. However, if you're talking to friends or family or chatting with someone in line at the supermarket and you mention (for example) "I'm going on vacation next week", they will automatically assume that you are going to travel somewhere. They will usually respond by asking "Oh, how nice, where are you going?"
