CRJ200 FLT CREW HAS A HDG DEV DURING THE CVG 2 DEP.

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PRIOR TO PUSHBACK; THE FO AND MYSELF DISCUSSED AND BRIEFED THE CVG 2 DEP OFF OF RWY 36C. THIS DEP DICTATES CLB VIA HDG 004 DEGS UNTIL NICID/DO.6 N THEN TURN L TO 330 DEGS. THE DEP WAS FLOWN BY THE FO IN WHITE DATA; AFTER THE BRIEFING WAS COMPLETE AND THE FLT PLAN WAS CONFIRMED IN THE FMS BY THE FO AND THE CAPT. ON THE TAXI TO RWY 36C; ALL USUAL CHKLISTS WERE COMPLETED. ATC CLRED US FOR DEP AND THE LINE-UP CHKLIST WAS COMPLETED. TKOF MODE SELECTED AND THE TKOF WAS NORMAL. AFTER DEP AND GEAR AND FLAPS RETRACTED; THE SPD MODE; NAV MODE AND AUTOPLT WERE SELECTED ON. THE ACFT STARTED TO TURN TO RIKLE INTXN. AT THIS TIME WE NOTICED THE FIRST FIX OF OUR DEP WAS MISSING FROM THE FMS. ATC PROMPTLY QUESTIONED OUR TURN AND ASSIGNED A HDG OF 360 DEGS. NO CONFLICT AROSE AND THE FLT CONTINUED AS NORMAL WITH NO OTHER INCIDENTS. SUPPLEMENTAL INFO FROM ACN 708584: THE DEP WAS FLOWN BY MYSELF IN WHITE DATA. CALLBACK CONVERSATION WITH RPTR ACN 708586 REVEALED THE FOLLOWING INFO: RPTR STATED THAT THE FMC IN THE NAV MODE (WHITE MODE) DOES NOT INDICATE A VECTOR IN THE LEGS PAGE OR ON THE NAV DISPLAY AND THAT THE FLT CREW MUST MANUALLY SELECT THE HDG MODE IN ORDER FOR THE ACFT TO CONTINUE ON THE PUBLISHED VECTOR. IN THE CASE OF THE CVG 2 DEP; THE FO (PF) SHOULD HAVE SELECTED THE HDG MODE. THE FO LEFT THE ACFT IN THE NAV MODE AND THE FMC SEQUENCED TO THE NEXT FIX. THE RPTR INDICATED THAT IN ORDER FOR THE FMC TO INDICATE A VECTOR; THE FLT CREW MUST MANUALLY BUILD THE VECTOR AND CREATE A RTE DISCONTINUITY. THE COMPANY OPS MANUAL DOES NOT ALLOW THE FLT CREW TO MANUALLY BUILD SUCH A VECTOR AND IT MUST BE DONE IN THE HDG SELECT MODE.