Large Language Models (LLMs) have transformed application development but are often limited when used alone due to gaps in specific knowledge and potential biases from broad data training. This guide explores the integration of LLMs with Vector Databases, which store data as 'vector embeddings' to enhance contextual understanding and accuracy. Vector Databases offer distinct advantages over traditional databases by efficiently handling high-dimensional, unstructured data like text and images, crucial for AI-driven tasks. They enable LLMs to perform nuanced, context-aware tasks such as similarity search, recommendation systems, and content-based retrieval. The guide demonstrates practical applications, like building a Closed-QA bot using Falcon-7B and ChromaDB, showcasing how combining these technologies can create applications that are innovative, reliable, and responsive to specific queries. By embedding specialized information into vector databases, developers can bypass the costly process of retraining LLMs and instead enrich AI capabilities with targeted contextual insights, making it an accessible approach for enhancing LLM performance across various industries.