To setup the SVN server:
Download the SVN server from http://www.visualsvn.com/server/
If you want a tight integration with Visual Studio use their Visual SVN client for $50. Which is worth every penny as it gives you an excellent integration with studio similar to source safe/team system.
Free sub-version client (Tortoise SVN):
You can download tortoise SVN from : http://tortoisesvn.tigris.org/
Once tortoise SVN is installed it integrates to windows shell. Use the settings option to set the server details, exclusion file and folder list.
Then right click and use the checkout option to get the files from the server.
To get a latest version use UPDATE
Submit changes to server use COMMIT
Some of the important links to note:
For Removing specific folders and file types: http://tortoisesvn.net/docs/nightly/TortoiseSVN_en/ch05s25.html