Hi.
There is no such guide, you simply run it (and possibly create some shortcuts). After that you get a usual cmd.exe window. It's just that until Windows 10, cmd.exe couldn't be resized as other windows. You have to right click on an icon in the top-left corner to get a menu, open up properties of the console and resize it there. It normally remembers settings for future runs of the same application. You can also modify size from inside vifm by trying something like:
set columns+=100
set lines+=50
Until you figure out the desired size.
I tried to configure colorschemes in vifmrc file but they do not work give and error or simply show incorrectly even worse than the default.
Maybe you used wrong syntax or wrong color names. You'd need to show the error message. Not sure what's wrong with the colors, maybe you have modified color scheme for cmd.exe (I think it can be done permanently in Windows registry).
Do I need to compile or install any Linux related application to complete Vifm install or am I good to go with the provided zip file?
You don't need extra applications, defaults on Windows use Windows-related commands. Previews of files like highlighting of code would need something to be installed, but regular navigation or file processing should work out of the box.
I think the problem is because Vifm runs inside a command prompt shell window and the default configurations are only ready for linux console emulators not cmd.exe?
Not really. There are samples with external commands for Unix-like systems, they are valid examples for Windows, although might not have equivalents there.
Also can the shell window be changed to another command interpreter like Cmder instead of cmd.exe?
For that you need to create a shortcut and specify command to run vifm inside cmder there. If you just click on an executable Windows will use cmd.exe, I don't think it's possible for vifm to change this somehow.