In GUI mode i.e winCVS On menubar there is checkout option.In that u can click and select the module that you want to check out.

In UNIX mode you have to execute the following comand

>CVS checkout -r <branch name> <module name>

Go to the file which you have to check out.

Right click and goto Update and update the file.

Right click on the same file and goto explore.

You will find all the files in that particular folder.

Now you can copy/paste the required files anywhere in your machine.