I have taught how STL containers look like to EA, I guess it can be extended to stl pointers too:
Forward engineering:
You can define collection classes for different multiplicities globally in the language settings, or for a specific class of your project (this will define how it is "contained" in other classes) this way.
Simple example setting:
Make sure you set the container classes for the target class of the association, not the source. Set the Multiplicity of the Target Role to multiple (different from 0, 0..1, 1 and empty field according to the code template). Also, set the Containment of the Target Role of the association to Value to avoid generating a pointer to a container.
Another, more flexible way would be to modify the code templates in Settings -> Code Generation Templates. I believe there is a way to override the default template for stereotyped connectors, though I never tried. This is probably the only way to generate STL pointers, as collection class definitions are only used by EA for multiplicities bigger than 1.
Reverse engineering:
Go to Tools->Options->Source code engineering->C++ and append to 'Additional Collection Classes' the following string:
vector<#TYPE#*>;deque<#TYPE#*>;list<#TYPE#*>;stack<#TYPE#*>;queue<#TYPE#*>;priority_queue<#TYPE#*>;set<#TYPE#*>;map<*,#TYPE#*>;multiset<#TYPE#*>;multimap<*,#TYPE#*>;
I've never tried, but I assume adding the STL pointers to this is trivial.
Round-trip engineering
I don't know if the above works if you do round-trip engineering. I assume the fact that the definitions are asymmetric will cause issues.