In more detail
The receiver recomputes the checksum and compares it with the one sent; a mismatch means the data changed. Simple ones such as CRC-32 catch random corruption cheaply but are not secure against deliberate tampering, for which a cryptographic Hash such as SHA-256 is used. Download pages often list a checksum so you can verify the file.
Example
The CRC-32 of hello is 3610a686.