How to start vimdiff?

I would like to learn vimdiff, but haven't got very far.
I can start vim and gvim from the Command Prompt, but not vimdiff.
How to start vimdiff?

Here is what I tried on the Command Prompt:

C:\>vimdiff
'vimdiff' is not recognized as an internal or external command,
operable program or batch file.

C:\>vim

C:\>gvim

C:\>

I am running vim 7.4 on Windows 7.

Thank you.

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