gVim is the GUI version of Vim (opposed to Vim running in a terminal emulator). It behaves exactly the same, but has additional graphical features.
gVim supports several diffferent toolkits: Win32, GTK+ 2, GTK+ 1, Athena, Motif, and Photon.
For MS Windows systems, the native Win32 toolkit is almost always used. For Linux and UNIX systems, GTK+ 2 is the most common.
For more information, see :help gui.
gVim also has GNOME session support. See :help gnome.
