First you need to make sure that you have cvs installed. To check whether this is the case, please run:
$ cvs |
If this was successful, then you should have gotten a nice CVS "Usage" help output. Otherwise (e.g. an error "cvs: command not found") you still need to install a CVS package for your particular operating system, similar to the instructions given in the Wine User Guide chapters for getting and installing a Wine package on various systems.