I'm currently setting up a GitHub client on my laptop. A single click on the "Download GitHub for Windows" link on the GitHub home page, installed the native Windows client on my machine.
Next on, I provided my GitHub credentials and was directly connected to my GitHub account via the Windows application.
You will also receive an Email from GitHub regarding the creation of a new SSH key everytime you connect via a new environment.
Default Storage DirectoryThe "default storage directory" is by default (tongue in cheek) configured to point to the user's documents folder. You can change this by going to "tools -> options...". I configured mine to "F:\GitHub".
Cloning from GitHubNext, I went into the github account shown on my GitHub application and clicked on Clone of the repo in GitHub to bring the latest version of my files from the GitHub to my local machine.
Now you should be able to see your repo in the local repositories tab as well as the GitHub tab. Once you go into a particular repo, you should be able to see the various commits on the history sidebar. On the top bar, you will also find the status of your synchronization with GitHub and your local repo. Mine says "[tick] in sync" and you should be able to right click and say "Open in Explorer" to view your files on your local drive.
I've got my two development machines in sync now and it's time to move into high gear and really get hands on with some Umbraco explorations.
I will keep you updated with how GitHub helps me or slows me down as I go along...