Use whatever best fits your situation, I have outlined one of my favourite benefits of a fixed size array below with a little example.
If you have an unknown size or may require an increase in storage at runtime you would be looking for a vector.
If you have a predetermined size you can use a std::array or even a raw C array (int foo[256]) which has benefits in code simplicity and speed. One of the best benefits here is if the data to be stored in the array is known then you can use a C style initialiser list removing any of the setup costs which would occur with a vector and open up space for the optimizer to make things faster while also being simpler to debug:
struct KeyPair { int key; string name; };
const KeyPair kFoo[] = { { 0, "0" }, { 1, "1" }, { 2, "2" } };
const string& getName( unsigned int key )
{
assert( key < (sizeof(kFoo)/sizeof(*kFoo)) ); // Check key is a valid index
assert( kFoo[key].key == key ); //< Sanity check - useful is key is an enum which could change
return kFoo[key];
}