This page lists the default contents of the config files for gVim 7 under Windows.
After a fresh installation there is a _vimrc file in your Vim program directory (eg. C:\Program Files\Vim\_vimrc). This is the contents:
set nocompatible
source $VIMRUNTIME/vimrc_example.vim
source $VIMRUNTIME/mswin.vim
behave mswin
set diffexpr=MyDiff()
function MyDiff()
let opt = '-a --binary '
if &diffopt =~ 'icase' | let opt = opt . '-i ' | endif
if &diffopt =~ 'iwhite' | let opt = opt . '-b ' | endif
let arg1 = v:fname_in
if arg1 =~ ' ' | let arg1 = '"' . arg1 . '"' | endif
let arg2 = v:fname_new
if arg2 =~ ' ' | let arg2 = '"' . arg2 . '"' | endif
let arg3 = v:fname_out
if arg3 =~ ' ' | let arg3 = '"' . arg3 . '"' | endif
let eq = ''
if $VIMRUNTIME =~ ' '
if &sh =~ '\<cmd'
let cmd = '""' . $VIMRUNTIME . '\diff"'
let eq = '"'
else
let cmd = substitute($VIMRUNTIME, ' ', '" ', '') . '\diff"'
endif
else
let cmd = $VIMRUNTIME . '\diff'
endif
silent execute '!' . cmd . ' ' . opt . arg1 . ' ' . arg2 . ' > ' . arg3 . eq
endfunction
Note that it includes mswin.vim which gives Windows-specific key binds (such as Ctrl+C being copy, Ctrl+X being cut, Ctrl+V being paste, etc).
I think there is no _gvimrc by default (confirm this!?!?).