Here are command-line versions of generating, checking checksums with
example file.iso - replace with appropriate one.

There are also GUI programs available.

MS Windows, GNU/Linux (available also in package manager):
GtkHash https://github.com/tristanheaven/gtkhash

MS Windows, GNU/Linux, macOS:
https://quickhash-gui.org

MS Windows
http://code.kliu.org/hashcheck/

Online:
MD5, SHA1, SHA256 - http://onlinemd5.com/
many different - https://hash.online-convert.com

MS Windows
----------
Get SHA256 checksum
certUtil -hashfile file.iso sha256

remove last confirmation line:
certutil -v -hashfile file.iso sha256 | find /V "CertUtil" 

to get UNIX-like output, use in Powershell:
$(CertUtil -hashfile .\file.iso sha256)[1] -replace " ",""

e.g for more .iso files:
for %i in (*.iso) DO CertUtil -hashfile %i sha256 | find /V "CertUtil"

for all files use (*):
for %i in (*) DO CertUtil -hashfile %i sha256 | find /V "CertUtil"

default SHA1, supports also: MD2, MD4, MD5, SHA1, SHA256, SHA384, SHA512
https://technet.microsoft.com/en-us/library/cc732443.aspx#BKMK_menu

Powershell
get-filehash -algorithm sha256 file.iso
supported are: SHA1 | SHA256 | SHA384 | SHA512 | MACTripleDES | MD5 | RIPEMD160
help at Powershell:
get-help get-filehash

Additionally sha256sum for MS Windows (works the same as Linux sha256sum):
http://www.labtestproject.com/files/sha256sum/sha256sum.exe
more information http://www.labtestproject.com/files/win/sha256sum/sha256sum.exe

GNU/Linux, MS Windows
---------------------
generate SHA256 checksum:
sha256sum file.iso

redirect SHA256 checksum into file
sha256sum file.iso > checksum.txt

checking the SHA256 checksum:
sha256sum -c checksum.txt

ignore missing files (e.g. checksum file contains more checksums than downloaded files)
sha256sum -c checksum.txt --ignore-missing

same applies to similar utilities:
shasum, sha1sum, sha224sum, sha384sum, sha512sum, md5sum

the shasum (default SHA1, 160-bit), md5sum do not support --ignore-missing

for more files use the wildcard, e.g.
all files with certain extension in current folder:
sha256sum *.iso

more information:
man shasum
https://help.ubuntu.com/community/HowToSHA256SUM

hint: put both files (file + its checksum) into same folder
if not in same folder, appropriate path should be described

macOS, GNU/Linux
----------------
generate SHA256 checksum:
shasum -a 256 file.iso

redirect SHA256 checksum into file:
shasum -a 256 file.iso > checksum.txt

checking the SHA256 checksum:
shasum -a 256 -c checksum.txt

- - -
openssl sha256 file.iso

other supported by openssl:
MD2, MD5, MDC2, RMD160, SHA1, SHA224, SHA256, SHA384, SHA512