If you have booked a ticket with one or more stopovers, you and your luggage are usually checked in all the way. It is therefore not necessary to pick up your luggage and check in again.
If for example, you have ordered your tickets independently, it may be that you and your luggage is not checked in all the way to your final destination. It is, therefore, necessary that you pick up your luggage and check in at the terminal for your next flight.
Calculate time for this, as you first need to get your luggage in the baggage arrival, check in again and go through security before you can get to your next flight.
Ask the staff when you buy your ticket, or at check-in if you have any doubts.
Self-service check-in, check-in counters and online check-in.
How and when you can check in depends on your airline.