In Linux, you can compute the md5 of a file using the md5 command.
md5 file
You can compare the output of the md5 with the md5 published on the website to check the integrity of the downloaded file. If they are the same, you can believe the file you downloaded is not corrupted or modified during the download. Unfortunately, there is no such a command in windows to compute the md5 of file. Of course, there are plenty of tools you can download to compute the checksum, and if you have time, you can write a program to calculate the md5 of a file yourself. But I want a built-in tool in windows to compute the md5. In fact, there does exist a utility in windows 10 to compute the checksum. You can open a Powershell window to run the following command:
certutil -hashfile pathtodownloadedfile md5
Note that the md5 you get is not the real md5 but the hex representation of the md5 so you can read easily on the screen.