Also, I noticed you posted the same question on StackOverflow We are fine with people posting the same question in multiple places. We just ask that you post a link so we know that was done. It gets frustrating to spend time helping someone only to find out they already got the answer elsewhere.
In this case, I've linked it in both directions for you, so you are good!
Will i be able to checkout and download the code to my windows server if i configure PVCS in the jenkins job or do i need to install GIT repository in my windows server to clone with PVCS to get the code to my windows server.
In your StackOverlow post, you say you only know a URL in a browser. I think you are going to have to ask your PVCS administrator for connection information. And credentials for that matter since Jenkins wouldn't be using your username and password.