In (g)vim on Windows I can use
:source \Program\ Files\ (x86)\Vim\vim81\msvim.vim to source the script for the Windows settings. Vim suggested the syntax with leading backslash when I found it in some menu.
But when I add to my
source \Program\ Files\ (x86)\Vim\vim81\msvim.vim
It does not work. I am not sure, when and where I need backslashes as path separator and to escape spaces, parentheses or other backslashes.