Vim creates backup files *.swp and *~. If you want to turn it off on windows, find _vimrc file in the Vim setup folder. And in it, after the lines;
source $VIMRUNTIME/vimrc_example.vim
source $VIMRUNTIME/mswin.vim
add;
set nobackup
set nowritebackup
Not: Tim Ottinger from ObjectMentor wrote a Vim tutorial in his blog.