We show that the nonlinear polarization dynamics of a vertical-cavity surface-emitting laser placed into an external cavity leads to the formation of temporal vectorial dissipative solitons. These solitons arise as cycles in the polarization orientation, leaving the total intensity constant. When the cavity round-trip is much longer than their duration, several independent solitons as well as bound states (molecules) may be hosted in the cavity. All these solutions coexist together and with the background solution, i.e. the solution with zero soliton. The theoretical proof of localization is given by the analysis of the Floquet exponents. Finally, we reduce the dynamics to a single delayed equation for the polarization orientation allowing interpreting the vectorial solitons as polarization kinks.