Open the files with vimdiff:
$ vimdiff file1 file2
To jump to the next difference:
To jump to the previous difference:
If there are only two files you can copy differences with:
If you are doing a diff with vim between more than two files you also have to specify from which buffer to :diffget or from which buffer to :diffput
where b# is the buffer number. In vertical window split, buffers are numbered from left to right starting at 1.