Why in the theory of support vector machines, the points from the training set which lie on the margin of the maximum-margin hyperplane are called the support vectors? They are points, aren’t they?
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In this situation, points and vectors are really the same thing.
Given some fixed origin, each point in space can be described by a vector, and conversely, every vector defines a point in space.
EDIT (based on comment):
The hyperplane is chosen so that it best separates the two classes. It only depends on the vectors nearest the hyperplane – these are called the “support” vectors. The picture on the wikipedia page clasifies this.