We'll use the DrScheme implementation in the course. It is installed on both the windows and linux machines in the undergrad labs. On windows, start Scheme via the "Start" menu. It's here:
Programs / DEV TOOLS & LANGUAGES / PLT Scheme / DrScheme
You can also double-click on a saved Scheme source file.
On Linux, start it using drscheme. You'll need to use XWindows -- Scheme will come up in a separate window..
Finally, you can download it and install it on a personal machine from www.drscheme.org. It's free.