Open the files with vimdiff:
$ vimdiff file1 file2

To jump to the next difference:
]c

To jump to the previous difference:

[c

If there are only two files you can copy differences with:

:diffget

and

:diffput

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

:diffget b#

where b# is the buffer number. In vertical window split, buffers are numbered from left to right starting at 1.