Usually when you download a executable file from internet you want to verify its signature (MDx or SHx) to make sure it is the authentic file and not a hacked version.

Windows has a already built-in tool called CertUtil and you can call it from cmd:

CertUtil -hashfile <path to file> MD5

It will give back the MD5 checksum, but you can also check for any SHAx or MDx