how to "cut" a vector...

Yes, the bit order of your input vector may be different, however. With numeric data, a descending data direction is usual, as you wrote above for data_in. It's more clear, if you use the same direction for all involved signals, e.g. all_vector(13 downto 0). Serial data streams that are shifted in can still be LSB or MSB first, so it's best to specify clearly the bit allocation of each sub vectors. I would expect this as a standard:

address <= all_vector(13 downto 11);
datanum <= all_vector(10 downto 8);
data <= all_vector(7 downto 0);