There are two simple ways you can open a .vim file in the VIM for Windows application.
Direct File Open
Find where the file has been stored and double click on it. The VIM for Windows application will recognize any .vim file and open it.
Opening in the Desktop Application
Open the desktop application, and you'll find yourself on the Getting Started screen. Next, click on "Open a Project" in the upper left menu. Here you will find a list of your recently opened files. Above this list, you'll see a text link, "Your Computer..."; from here, you can browse files saved on your local computer.
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