Let's evaluate each option:
Option (A): \( \mathbb{R}^n \) does not have a unique set of orthonormal basis vectors. There can be different sets of orthonormal basis vectors, which are related by rotation or reflection. Thus, this statement is incorrect.
Option (B): This is correct. \( \mathbb{R}^n \) does not have a unique set of orthonormal basis vectors because any orthonormal set of vectors can be transformed by an orthogonal matrix into another orthonormal set. Therefore, this statement is true.
Option (C): Linearly independent vectors in \( \mathbb{R}^n \) are not necessarily orthonormal. For a set of vectors to be orthonormal, they must be not only linearly independent but also have unit length and be mutually orthogonal. Hence, this option is incorrect.
Option (D): Orthonormal vectors in \( \mathbb{R}^n \) are always linearly independent because they have unit length and are orthogonal to each other. Therefore, this statement is correct.
Thus, the correct answer is (B) and (D).