The first thing is to check if you have already a .vimrc in your homedirectory. If not you should copy the example-vimrc /usr/share/vim/vim73/vimrc_example.vim to your homedirectory.
Code:
cp /usr/share/vim/vim73/vimrc_example.vim ~/.vimrc
Afterwards check if syntaxhighliting works, it is the default!
If not you can put the code from the other thread which was recommended above into your .vimrc
The files which manage syntaxhighliting and indentation are found in /usr/share/vim/vim73/syntax/ and /usr/share/vim/vim73/indent/ they are loaded automatically when vim recognizes the filetype (from the file-suffix, *.tex in your case).
Markus