Vault in a sly manner (7)
I believe the answer is:
archway
'vault' is the definition.
(thesaurus)
'sly manner' is the wordplay.
'sly' becomes 'arch' (I've seen this in another clue).
'manner' becomes 'way' (synonyms).
'arch'+'way'='ARCHWAY'
'in a' is the link.
(Other definitions for archway that I've seen before include "Entrance structure" , "Vaulted passage" , "Curved entrance" , "entrance, perhaps" , "part of London" .)