WinCVS' tips.txt file includes this tip:
If you run WinCvs with a file or directory name as a command line argument, then WinCvs will locate and select it for you so you can operate on it right away. To use this feature in Windows, create a new shortcut, and in the shortcut's Target field, enter: <path to wincvs.exe> <directory path>. When you click on this shortcut, WinCvs will open in the specified folder.
Note that you start WinCvs with a path argument, the folder shown in the Workspace pane shows the correct folder but the path shown in Browser Bar is not updated; it shows the last one you chose in a previous session.