I found this vim package in Here and I modify some of the configurations and Add two registry file to add two entry (open in gvim tab and Open with gvim) in Windows right click context menu.

1. After clone the this repo, move this repo directory to where you want to place.
2. Add the path to system environment variable[path], if you want to using the ctags and cscope.
3. Modify the path string where store the gvim.exe in registry file EditWithVim-tab.reg and EditWithVim.reg. The default is D:\\software\\gVimPortable\\vim73\\gvim.exe\
4. Double click the registry files to merge them to system. As the registry file name imply, each of them will add a enty in right click context menu.

1. Clone this repo.
2. Install the vim(or gvim) using the proper commands, for example in Ubuntu: sudo apt-get install vim
3. Install the cscope, ctags and taglist plugin.
4. Move the _vimrc file to you home directory, and rename it to .vimrc
5. Move the vimfiles directory to you home directory, and rename it to .vim,then clone the vundle:

git clone http://github.com/gmarik/vundle.git ~/.vim/bundle/vundle

These is no much different between cygwin and linux to use vim.