I'm going to assume you've already got Subversion installed on your workstation (GUI front-ends don't count). If not, you'll want to do that first.
Once installed, fire up a command prompt, navigate to the directory you want your working copy to live in, and use the following command, where "directory_name" is the name of the directory you want on your system:
svn checkout http://your.svn.host/path/to/repos directory_name
Doing this over SSH is recommended for security reasons, but if you're using Windows you're stuck with HTTP. Note that, unless it had a built-in SSH client, this is exactly what your Subversion client app was doing, so if that won't work this probably won't either.
You're probably already aware, but the O'Reilly Subversion book is can be read in its entirety on-line.
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