The setup NX-Teamcenter which i am familiar with works slightly different to how i have seen other CAD-PLM solutions.
"Other solutions" that i have seen works such as Ben mentions , you have the CAD system running and from there you connect to the PLM system, then you explicitly checkout/checkin/manage the files.
NX is started as "connected mode", ( Either with a running TC session on your screen or without TC session or with the "Active workspace" inside NX)
you cannot, to my knowledge, connect a running NX session.
Checkin/checkout etc is then by default fully automatic and something most users don't have to care about. You simply open the part, modify it and save+ close.
The exception is when working together on assemblies , then the user that is to manipulate the assembly itself needs to be the one who checks it out. Else the first modifier will check out.
If you have a "connected session" there is a wizard for importing parts from Windows. - Normally you should / must enter a number of attributes when creating a new item in TC.
Regards,
Tomas