How to fix Vim (win32) colors when run from powershell?
Have you added the line colorscheme desert to your _vimrc? It sets the gvim color when called from powershell or cmd for me. The only issue I had when adding it was finding the "right" _vimrc but running the :set runtimepath? in vim took care of that.
PowerShell, like all terminals, defines a limited set of colours to be used by applications that run within it. See this answer for how to find out which ones. Therefore, if you want to recreate the desert theme exactly you will need to modify your PowerShell colours.