Following software is available as a client:
Subversion, CVS and Visual SourceSafe allow file access to the local repository. For technical reasons, installing a local server on a drive mapping or file mapping on a server is not recommended. The risk on corruption is high.
Clearcase, Git, Subversion and CVS (*) require a server that should be accessed over a specific protocol (not SMB, NFS, …) and that talks to a server application. The server can be on a different platform than the client. Since last 10 years, I did use Linux, Solaris and Mac OS X as a server platform while being on Windows or Mac OS X as a client platform.
Please refer to the information on the server installation for more information.
*: Not sure about Visual SourceSafe, but this tool is not recommended anyway.