This means that you have to install the development package for krb5, which is apparently called "krb5-devel".
Search it out in RPMDrake, install it, and try installing cvs again. You might also want to install the pre-compiled package, rather than what appears to be a src.rpm (the source code to compile the cvs program, which you would then have to compile, which is unnecessary).
Have you set up external repositories in RPMDrake, or are you still using only the CDs? If you have not set up Internet repositories, from which you could easily download and install both cvs and krb5-devel (plus much more), please go to Easy URPMI
and follow the easy instructions there to do so.
Hope this helps.