Showing shell output in GVim's window

Hello, all

While working with the console version of Vim, the output of
the ! command is shown in the same terminal window, whereas
with GVim a new console window pops up. Is it possible to
configure GVim to show the shell in its own wiindow for a
more unified experience? With the current behavior, the
edit-compile-test cycle in GVim is somewhat uncomfortable.

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