CVS is not an server application, it doesn't do what you normally expect as in other server packages. You don't need to start it or anything like that.
Do you know what SSH is? SSH by far is the easiest way to do it, since it uses O/S itself to do authentication.
And if you want, I recommend you to use Subversion, it's a much better designed system than CVS and provide much more functionalities than CVS.