I think the answer is going to depend on the details:
-Version of Netbeans (What does V4 support?)
-Do you need to access a CVS repository via ssh, or is pserver suffucient? (You can graft ssh support onto a Win box, not too difficult.)
-Do you want to use the builtin CVS client support, or use an external CVS client?
-Are you running a CVS server on that Win box, or is it remote? If remote, what platform?
Have you seen this info:
NetBeans Version Control FAQ And this
V4 VCS Modules ???
If you are setting up something to play with, rather than interface with the job, I'd seriously suggest taking a look at the Subversion support rather than CVS.
Regards, Guy