so that would be on say an ILS approach?
Yes, it is very common for ATC to vector an aircraft (assign headings to guide the aircraft) to an ILS approach. As pointed out in the previous response, ATC vectors are common for all types of instrument approaches, including VOR, GPS, localizer, NDB, and back course localizer approaches.
Vectors are also commonly used when guiding departing aircraft away from the airport and to their first fix/waypoint along their route.
For example, "United XXX, turn left one-two-zero, when able, direct SPARTA."
In this case, the heading of 120 will put the aircraft on more or less a direct route to the VOR called SPARTA, however, whenever the pilots are able to pick up the VOR on their own, they are free to leave the ATC assigned heading and steer their own course to the VOR.
And finally, vectors are commonly used by ATC for aircraft spacing as well.
"United XXX, turn right 090, vectors for spacing around traffic during the climb."