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 the illustration below, White coordinates a knight, a bishop and the queen to checkmate the black king. The white knight moves from f3 to g5 where it directly threatens the black king at f8. Black has no piece that can capture the checking knight. Because knights can leap over obstacles, they cannot be blocked. The king cannot escape to e8 because the knight threatens that hex as well. The king cannot escape to e7 because that hex is threatened by the bishop at g3. The king cannot escape to g7 because that hex is threatened by the queen at c3. The king is in check and cannot escape. Checkmate has been accomplished. White wins the match.