Usually people want it the other way around, using (approximated) colors defined in a GVIM color scheme in the console, too.
It all depends on your colorscheme; it provides the attributes (like bold / italic), foreground and background colors for terminals, color terminals, and the GUI. Good color schemes provide similar definitions for all three. You can get your colorscheme's path from the
:scriptnames output and check its contents.
For the font, just
:set guifont=... in your
~/.gvimrc and choose the same value as you have in your terminal emulator.