After installing TortoiseHG, you can download a repository to your computer by right-clicking in a folder and selecting the menu "TortoiseHG" and then "Create Clone" in there (currently you still need Windows for that - all other dialogs can be evoked in GNU/Linux on the commandline via "hgtk").
Right-Click menu, Windows:

Written in the Mercurial mailing list
Hi Bernard,
Am Dienstag 03 Februar 2009 20:19:14 schrieb ... ...:
> Most of the docs I can find seem to assume the reader is familiar with
> existing software developemnt tools and methodologies.
>
> This is not the case for me.
It wasn't for me either, and I can assure you that using Mercurial becomes
natural quite quickly.
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