First you will need to download TortoiseSVN from here: http://tortoisesvn.net/
Once TortoiseSVN is installed your Explorer context menu will contain some new commands. You can use the SVN Checkout command to checkout from a repository:
Clicking the SVN Checkout command will display the checkout dialog. Here you need to supply the url of the repository as well as a destination folder on your local machine:
Clicking OK will begin the checkout process. If the repository is password protected you will be asked to supply your credentials after clicking OK.