When I open a text file in Notepad, it shows a blank line if there is a carriage return at the end of the last line containing text. However, in Vim it does not show this blank
When you open the file in VIM the status line should say [noeol] after the filename. So that's one indication. As Manni said, you can change this by setting both the endofline option off and the binary option on. You can set this as your default settings in a .vimrc file.