С :h vimrc
:
Places for your personal initializations:
Unix $HOME/.vimrc or $HOME/.vim/vimrc
MS-Windows $HOME/_vimrc, $HOME/vimfiles/vimrc
or $VIM/_vimrc
Amiga s:.vimrc, home:.vimrc, home:vimfiles:vimrc
or $VIM/.vimrc
The files are searched in the order specified above and only the first
one that is found is read.
RECOMMENDATION: Put all your Vim configuration stuff in the
$HOME/.vim/ directory ($HOME/vimfiles/ for MS-Windows). That makes it
easy to copy it to another system.
Однако Vim не создаст для вас файл vimrc
автоматически, вам нужно будет создать его самостоятельно. Пример:
:!mkdir $HOME/vimfiles
:e $HOME/vimfiles/vimrc