Do the files in question end in ".vim"? If not, then vim's filetype detection may not be able to determine that these files contain vim-script. You can either rename the files so that they end in .vim, or add an autocommand to set the filetype appropriately.
To do the latter, you can add something like this to your .vimrc:
au! BufNewFile,BufRead PATTERN set filetype=vim
replacing "PATTERN" with a file pattern that will match the files in question.
EDIT:
See :help autocmd-patterns
for how the patterns work:
The file pattern {pat} is tested for a match against the file name in one of
two ways:
1. When there is no '/' in the pattern, Vim checks for a match against only
the tail part of the file name (without its leading directory path).
2. When there is a '/' in the pattern, Vim checks for a match against the
both short file name (as you typed it) and the full file name (after
expanding it to a full path and resolving symbolic links).
In particular, note this example:
Note: To match part of a path, but not from the root directory, use a '*' as
the first character. Example: >
:autocmd BufRead */doc/*.txt set tw=78
This autocommand will for example be executed for "/tmp/doc/xx.txt" and
"/usr/home/piet/doc/yy.txt". The number of directories does not matter here.
In your case you probably want something like:
au! BufNewFile,BufRead */Vim/* set filetype=vim