You can check if your vim runs in gui:
You can also use gvimrc file (:h gvimrc) instead.
The drawback is that you would have colorscheme run twice (one in vimrc, another in gvimrc) for gVim unless you guard it in vimrc, again, with has("gui_running"):
According to :help drag-n-drop and :help :drop, it doesn't seem like this behavior is change-able.
The help also says
If Vim happens to be editing a command line, the names of the dropped files
and directories will be inserted at the cursor. This allows you to use these
names with any Ex command. Special characters (space, tab, double quote and