Before using CVS, one member of your team should set up the repository. The repository will be maintained on Turing. Instructions are provided here.
You should keep (at least) your source code and documents under CVS. You probably don't want to keep object and executable files (or visual studio project files) since they are easily recreated and because Tortoise CVS doesn't seem handle these files correctly.
You can access the CVS repository from your Turing account or from a windows box using Tortoise CVS. The notes describing CVS on Turing are here. For more info on Tortoise CVS look here.