1.) vim uses your console fonts, so ... You can change gvims fonts (gvim is vim for X) in .gvimrc in you home directory. For changing colors ... gvim uses colorschemes, there are some already made, but you can make your own or modify it. Dunno where to do this exactly, but vim and gvim do come with a tutorial and help command is also something that you shouldn't miss. Type:
in vim or gvim for more info.
2.) Header files can be found in /usr/include