Here's a report from me trying to use pymode with GVim on Windows so far, and few problems I had to solve. I'm rather unexperienced with doing anything more advanced in Vim, so this is from a noobish perspective.

First problem was during manual install - you have to give user rights to create symlinks. I've already made a separate PR to document how to solve that: develop...vid512:python-mode:patch-1

After that, I had to manually rebuild help tags with :helptags <path-to-pymode>/doc. In the README, this is only mentioned in section for old-style manual install, but not in the section "Manually (according to vim's package structure)". If doing this manually is intended, maybe it should be added there too?

Then it took some time to figure out that my GVim couldn't find python310.dll in its path, so it had python3 functionality disabled. Until then any :Pymode*** command or advanced functionality I've tried didn't work. It wasn't enough to just run vim -i NONE -u <path_to_pymode>/debugvimrc.vim, as the README says. I had to actually open some .py file. This is not immediately obvious to someone who doesn't understand what goes on under the hood. I'd suggest changing the troubleshooting command to vim -i NONE -u <path_to_pymode>/debugvimrc.vim file.py.

It would also be helpful to have something in Windows section of FAQ prompting me to try :py3 print('hello'). This makes sure python3 functionality is working in GVim, otherwise GVim will display a helpful error message with name of python DLL it is missing.