I have seen in the screenshot that gvim is running inside of conEmu. But I am not knowing how to do this.
Any guideline will be very helpful
What would probably be better is if you tried to do this and then indicated where you got stuck.
Looks like its entirely possible. Install gvim and conemu and away you go:
This is a very quick and easy way to do it>
Go to Settings > Startup > Tasks
Click the '+' Button at the bottom and fill the following fields:
If your gvim.exe file is in other folder edit the path accordingly.
Then click 'Save settings' to exit.
To start a new console with Gvim press: CTRL + t and choose "Gvim" from the dropdown menu.