There is no bug here. Since I was also annoyed with this behavior, I just read Evil code to find out why this is happening. So, here is a straight copy/paste of the well-commented one-liner from my Emacs configuration that fixes this issue:
;; Imagine the following scenario. One wants to paste some previously copied
;; (from application other than Emacs) text to the system's clipboard in place
;; of some contiguous block of text in a buffer. Hence, one switches to
;; `evil-visual-state' and selects the corresponding block of text to be
;; replaced. However, one either pastes some (previously killed) text from
;; `kill-ring' or (if `kill-ring' is empty) receives the error: "Kill ring is
;; empty"; see `evil-visual-paste' and `current-kill' respectively. The
;; reason why `current-kill' does not return the desired text from the
;; system's clipboard is because `evil-visual-update-x-selection' is being run
;; by `evil-visual-pre-command' before `evil-visual-paste'. That is
;; `x-select-text' is being run (by `evil-visual-update-x-selection') before
;; `evil-visual-paste'. As a result, `x-select-text' copies the selected
;; block of text to the system's clipboard as long as
;; `x-select-enable-clipboard' is non-nil (and in this scenario we assume that
;; it is). According to the documentation of `interprogram-paste-function',
;; it should not return the text from the system's clipboard if it was last
;; provided by Emacs (e.g. with `x-select-text'). Thus, one ends up with the
;; problem described above. To solve it, simply make
;; `evil-visual-update-x-selection' do nothing:
;; (fset 'evil-visual-update-x-selection 'ignore)
The last sentence is the answer to the question of how to "configure it, that the visually text gets replaced by the latest copy action, in this case the Windows clipboard?"
(fset 'evil-visual-update-x-selection 'ignore)
Enjoy.
