How to synchronize cursor movement in multiple split windows?

I remember Notepad++ has this feature, which is really helpful to compare files. I want to realize the similar one in Vim. When moving cursor in one split, cursors in the other split windows will move automatically.

How do I move my cursor from one monitor to another using the keyboard?

Is there a keyboard shortcut to move the cursor from one monitor to another in Windoows 7 (dual monitors)? Win + Shift + Arrow will move the active window from one monitor to the other.

Depending on what you're after, I see 2 possibilities.

1) Diffing windows

If you want to compare files, have a look at :help diff. E.g.

You're on the shell:

$ vimdiff file1 file2 or $ vim -d file1 file2

You have one window open already:

:vertical diffsplit foo.c

You have 2 windows open already:

Do :diffthis in each of them.

2) Scrollbinding windows

You might also like :help 'scrollbind' and :help scroll-binding, if you don't want to jump into diff mode. Thus in the easiest case it's only doing :set scrollbind in both windows.