Use cmder as the console. Use Alt-Enter to toggle full screen, Ctrl-T to create new window/pane, Ctrl-D to close window, ls to list files.

Follow Vim 101: Using Vundle and Pathogen in Windows, install msysGit.

Ref:

Vundle for Windows

Switch CapsLock and ESC

Install AutoHotKey, create file "switchKey.ahk":

SetTitleMatchMode,2
#IfWinActive, Cmder
   CAPSLOCK::ESC
   ESC::CAPSLOCK
return

Use "Convert .ahk to .exe" tool provided by AutoHotKey to convert it to switchCapsESC.exe (see Note 1 for details), and add it to "Start" menu.

But Vundle is hard to configure on Windows, probably caused by "runtimepath" of vim.

Note 1:

cd C:\Program Files\AutoHotKey\Compiler
Ahk2Exe.exe /in switchKey.ahk /out switchCapsESC.exe