Everything! (just a joke)
From the page (just below the link you clicked on)
To checkout a new CVS respository:
1. cvs -d
2. When prompted for the password enter "cvs"
3. cvs -z3 -d
server:firstname.lastname@example.org:/cvsroot co winex
So go to to an empty dir in your pc and ran those commands.
In case you dont have cvs , reach for your install disks/location and install it.
It's definetely there somewhere.