Recently in one book on puredata I came to an object [demultiplex] or [demux]. However, when I try to create it doesn't seem to be recognised.

Was the object deleted or ... ?

Note that [gate] from Cyclone does basically the same thing, and you can also recreate it in Vanilla using [list prepend] and [route].

This will probably sound stupid, but as a beginner using Vanilla should I mess around with external libraries, or better first understand all that Vanilla has to offer?

One other thing to consider is that some users won't be able to use your work if you publish it with externals. Zexy is probaby OK in this regard because most people use it, although it will still render the patch incompatible with LibPD and other embedding devices.