You would need to generate first the dictionary for the required class (std::vector<std::vector>).
You can do this by using first ACLIC and then you can run your code.
Here is the fixed macro:
#include <vector>
#include <TTree.h>
// line needed to generate the dictionary
#pragma link C++ class std::vector<std::vector<float>>+;
void test() {
auto myVector = new std::vector<std::vector<float>>;
auto myTree = new TTree("t","t");
myTree->Branch("myVector", "std::vector<std::vector<float>>", &myVector);
std::vector<float> test;
test.push_back(1.);
myVector->push_back(test);
myTree->Fill();
myVector->clear();
myTree->Print();
}