You normally need to get the checksum checker from the site you downloaded from. As far as I am aware there is not generic way to check.
So look on download site for a program to run which produces checksum and them compare with declared checksum.
To be honest it is a long time since I remember getting a corrupt file, so I would not worry about it. The downloading includes checking each block of data that is down loaded. If it does not arrive correctly then it is resent automatically.