I can't figure out what the exact name for the settings file is for vim on Windows (.vimrc does not work on Windows). And if I have names right (read the next paragraph) then I don't know why it is not picking up the settings from it.
I tried creating _vimrc and _gvimrc in the root directory where I copied the file from the example settings file that came installed with vim. I set the following command on top of the example commands:
set nobackup
set nowritebackup
set guifont=Courier_New:h11:cANSI
It is not accepting this file (whether it is named _vimrc or _gvimrc, I tried both) as the settings file as the font has not changed on the next start-up and still writes backup files.
my _vimrc/_gvimrc is stored at C:/Users/<ME>/_vimrc and is working fine.
It's generally a good idea to keep personal settings separate from installation files.
To get more information about the search paths for your configuration files, type :he vimrc-intro.
And be careful: the docs say
For MS-DOS and MS-Windows you can use one of these:
$HOME/_vimrc
$VIM/_vimrc
While this is absolutely true, it could be a bit surprising that $VIM does not expand to e.g. C:/Program Files/vim/<your_version> (this is what $VIMRUNTIME holds) but only to C:/Program Files/vim/.
This said, C:/Program Files/vim/_vimrc should be read during startup.