VIM settings are not stored separately from other options and there has been no attempt at emulating VIM configuration files.
Recent version of SlickEdit store most of your VIM settings in user.cfg.xml. If you open your user.cfg.xml, then use a supported VIM "set" command like "set ignorecase", then switch to another application, then switch back to SlickEdit, and you can diff the before and after changes due to auto-reload being kicked off. This works for many GUI config settings you change too. That's how you can learn how to manually update your user.cfg.xml. I save my user.cfg.xml on our local server here so I can copy it in to any new configuration directory I create.