The object of the game is to put the opponent's king in check so securely that escape is impossible. This is called checkmate.
In this illustration, Black coordinates a bishop and a queen to checkmate the white king. The black queen moves from c7 to c2 where she is protected from the white king (at b2) by the black bishop at a6. Since the checking piece (queen at c2) is right up against the checked king, it cannot be blocked. The checking piece cannot be captured because none of White's pieces except the king can reach it, and the king can't capture it because to do so would be moving into check by the bishop at a6. The king is in check and cannot escape. Checkmate has been accomplished. Black wins the match.