Object-oriented design of list of primes
As a general rule for classes: data members (variables), such as vPrime, should be private.  They can either be declared under private or outside of public (a class is private by default).
For a simple use of classes here, you don't need a mutator.  Just declare your object with an argument:

PrimeList primes(n);


Since this would make n (or let's just make it number) a data member, modify your constructor as such and initialize the object like this:

// 'n' is the parameter and 'number' is the class's data member
PrimeList::PrimeList(int n) : number(n) {initVector();}


As you can see, the constructor now calls initVector().  With number now as a data member, initVector() no longer needs an argument.  Since this function is not part of the interface, make it private.
The display for-loop in main() can also be put into a class method:

void display() const; // header declaration

// .cpp implementation

void PrimeList::display() const
{
    // your object is no longer referenced inside the class
    for (int i = 0; i &lt; vPrime.size(); ++i)
    {
        std::cout &lt;&lt; vPrime[i] &lt;&lt; std::endl;
    }
}


Then simple call it in main() with your object:

primes.display();


Note the use of const fin this function.  If you're not changing any data members, create your functions as such.  If you accidentally violate this, your compiler will stop you.  This is to ensure that your data members are not unintentionally modified, depending on the functions's purpose.
Your sieve calculations can also be put into a class method.  Get the idea now?  Again, it should be private.  It will NOT be const since you're changing the vector inside the class.  You can call it in initVector() since they're both non-const (you cannot call const functions in non-const functions and vice-versa).