I made an account for this. Full explanation and semi-rant at the end. Here's the Windows GUI-centric approach:

First, find your user or "home" folder in Windows. In the File Explorer, click "This PC", then click "Local Disk (C:)" then click Users, then click your name. This is your user or "home" folder. In here, create a new Text Document. Rename it "_vimrc" without the quotations. For a quick test to verify it's working, open that file with Notepad and type ":colorscheme blue" without quotations. Now open Vim and you should notice the bright blue color scheme. To undo this, close Vim, open your _vimrc file and delete what you typed, then save it, re-open Vim, and Vim will return to the default color scheme.

Bear in mind Vim came from Linux which is derived from Unix. I remember when I was new to all this and what helped was using a Linux distribution (Debian) for a while. I noticed a LOT of this type of stuff resides in the "home" folder otherwise referred to as "~". Like Windows but organized differently. So when you're using something like Vim, developed for Unix/Linux, you have to think in that way. Very command prompty (No, it's a CLI! No, it's a terminal!, No, it's a TTY!!!!!), hacker man, power usery vs. Windows which is "Monkey click icon, monkey happy".

I just figured out how to do this vimrc stuff today for myself by poking around in the Vim docs in my Vim install folder, for hours. I found a file, "vimrc_example.vim". At the top it says, "An example for a vimrc file . . . to use it, copy it to" then it lists where to copy "it" to for various operating systems. This is already confusing. Is he (Bram, the creator of Vim) saying copy this file to another location? Well, it's called "vimrc_example.vim" so that assumption must be wrong because I know the file should be something like "vimrc"! Okay, so he means to say, "Copy the text of this document to your vimrc file", right? But what is that file CALLED? Does it exist? And where? Do I need to make it? Where do I put it? We will get there. So he says for Windows, to "copy it to":

$VIM\_vimrc

Yes. There. Right there. Put it in there and you're good. Ha. See Windows never really made us learn this type of stuff like Linux people have to. So, if (no, because) you don't know, $ is symbolic for the location of the install of whatever is named. And the \ means put the following file in there; the vimrc. Breaking that down, we must find Vim's install location (the $) and in that folder (the \) create a file (the illusive _vimrc).