I haven't seen the cloud mask data that comes with Sentinel-2 but from what I am reading it is a vector file, is that correct? If so, you would need to open the vector in ENVI, so it would need to be a shapefile. Then you can use Build Mask and select the vector file to use for the mask. You will also need to select the 10m image as the basis for the mask so that the mask dimensions match those of the image. Does this help?

Thank you
I know very well the workflow to build and then apply a mask starting from a vector, for example from an "Esri Shapefile" format file.
I supposed that ENVI could open the vector of the cloud cover mask provided with the raster layer in the Sentinel 2 zip file, but I understand Envi cannot open the vector file in the provided format and that I need to perform a change of format using an other software. Right?
Maybe could be an usefull upgrade for the Software the capability to open all the layers (both raster and vector layers) provided through the Sentinel 2 zip folder just opening the Sentinel 2 xml file.