In fact, it is very simple and just downloads a CVSNT.
I downloaded the latest version 2.0.58d.
CVSNT configures Very Easy, select a folder as a warehouse.
If you want to configure a CVS server under Linux, then look at this book.
The home page of CVSNT is www.cvsnt.org
As for the client under Windows, I recommend using TortoiseCvs - Very easy to use the client, and the resource manager is integrated together, you can see the status of each file. The home page is www.torToisecvs.org