I have gVim 7.4.608 installed on Windows 7 at work.
I've looked in
C:\Program Files\vim ,
C:\Temp but there's no sign of it. It must exist somewhere, command history is working OK. I just want to read the file, I don't care where it actually is.
The default name of the viminfo file is "$HOME/.viminfo" for Unix and OS/2, "s:.viminfo" for Amiga, "$HOME\_viminfo" for MS-DOS and Win32. For the last two, when $HOME is not set, "$VIM\_viminfo" is used. When $VIM is also not set, "c:\_viminfo" is used. For OS/2 "$VIM/.viminfo" is used when $HOME is not set and $VIM is set.
%VIM% were not set in my Windows environment.
I couldn't look in directory
q:is very helpful for this, it gives you a Vim buffer allowing you to search, edit, etc your command history.