I was going to install the pathogen plugin in GVIM for windows but the instructions say to install in the \vimfiles\autoload folder which I don't have. How would I install pathogen?
If it does not exist you can simply create the folder.
Place pathogen.vim
inside ...\vim\vimfiles\autoload
and you should be good to go.
Bundles go into ...\vim\vimfiles\bundle