When you install gVim:
Please make sure [✓] Create .bat files for command line use is checked.
It’ll create several .bat files in C:\Windows\:
C:\>cd %windir%
C:\WINDOWS>dir /b *.bat
evim.bat
gview.bat
gvim.bat
gvimdiff.bat
view.bat
vim.bat
vimdiff.bat
vimtutor.bat
Notice that: C:\WINDOWS is already in the PATH environment variable.
When you type vim in command line, C:\WINDOWS\vim.bat will be launched.
If you leave the checkbox mentioned above unchecked, you need to modify PATH manually.