The following links are from the TheCVSBook.
Download and Install
To download and install from source, see http://cvsbook.red-bean.com/cvsbook.html#Getting_And_Building_CVS_Under_Unix
Your distribution probably has packages available. For example, under Debian, run 'apt-get install cvs'
Create a repository
Once you have the CVS server and client installed, you will need to initialize a new repository. See http://cvsbook.red-bean.com/cvsbook.html#Starting_A_Repository
Add stuff to repository
Once the repository is created, it will have nothing in it. To import existing files and directories, or start adding things, see: http://cvsbook.red-bean.com/cvsbook.html#Repository_Structure
For an example of how to tweak your personal CVS settings, look at this example cvsrc file that somebody contributed to this site.
The basic steps to switch a directory to CVS control
Here are the basic CVS commands required to switch a directory to CVS based revision control:
cd projname cvs -d /var/cvs init export CVSROOT=/var/cvs cvs import -m "initial import by Bob" projname bob start cd .. mv projname projname.pre-cvs cvs co projname