CVS is a powerful and useful tool. Unfortunately, running it on windows is not easy. Fortunately then, someone has produced an interesting tutorial on the matter entitled, “CVS Version Control on Windows in 10 minutes“.
I haven’t actually tried it (at the moment, I’m running CVS through Cygwin), but it seems fairly comprehensive. Definitely worth a look if you have documents that you want to keep backed-up or have more than one copy of.