By default cvs and wincvs don't get new directories, but just update the existing ones (who decides defaults??).
To get new directories do:
command line cvs: cvs update -d (the -d at the end does the trick)
wincvs: right click on the directory you want to update (if you are getting a new directory you might want to do that on its parent) and select "Create missing directories that exist in the repository".