Ideally before making a change to a file in PureCM you should first check it out. This has lots of advantages: it gets you any locks you need on the server so no one else can change the file (depending on settings). It allows another users to see which files you are working on. Also it allows you to see which files are being changed and quickly review the changes from the submit dialog.
However it is not always easy for you to check out files before you use them, espesially if you use an enviroment which has no support for PureCM. In this case it is better for you to work in a writable workspace.
When creating your workspace make sure you uncheck the 'Checked-in files are read-only' advanced option.
When working in the Explorer client the main thing you will notice is that files that are changed without being checked out are shown with the modified overlay icon.
When you are ready to submit your changes to the server you should first run the Check Consistenct Wizard to make sure all of the changed files are checked out.