Most of the popular source control systems can be integrated with Visual Studio. This means you will never have to open the source control client software to checkin or checkout files. Instead, you can do it from the Visual Studio itself.
When you start changing a file in Visual Studio, it will automatically checkout the file and copy the latest version to your folder. Depending on your settings, it may or may not prompt you before you checkout a file through Visual Studio.
Also, after you have completed all the changes you want to do, you can checkin the file directly from Visual Studio. You can either right click on a specific file in solution explorer and choose 'Checkin' (to checkin a single file) or right click on the project name itself and select 'Checkin' (to checkin all files in the project).
However, to make this checkin and checkout work from Visual Studio, you must "bind" your project to a source control database. The File menu in Visual Studio have a menu item called 'Change Source Control'. This will allow you bind your project to a source control database. Only after you do this step, the checkin/checkout process will work. Before you bind a project, your administrator must have created the source control database and you should know the location of it.