Let $k$ be a subfield of a field $X$, suppose $x_1, \cdots, x_n$ are algebraically dependent, that is there exists a non-zero polynomial with coefficients in $k$ and $p(x_1, \cdots x_n) = 0$.
I guess it does not imply that for some $x_i$ there exists a polynomial with coefficients in $k$ and $x_i = q(x_1, \cdots \tilde x_i \cdots x_n)$.
So is there something analogous to linear dependence of vectors? (inear dependent implies one element is the linear combination of the others)
Your guess (second paragraph) is correct. Algebraic dependence is, however, analogous to linear dependence, if you express the latter in a slightly different way:
Define linear dependence of vectors $\{v_1,\cdots,v_n\}$ to mean that there is a linear relation $\sum_i\lambda_iv_i=0$, with the lambdas being scalars in $k$. Replace “linear relation” with “polynomial relation”, and you get the definition of algebraic dependence.