Clicking the Check this Applet button will force a check for new trigger data.
For most Applets, IFTTT checks your triggers for new data every few minutes (some even get triggered instantly). Checking an Applet forces that check for new data, instead of waiting for IFTTT to perform the action for you automatically.
Remember, if there's no new data, checking your Applet won't cause it to run.
- E.g. if your Applet is "Email me when there's breaking NASA news" and you check it, but there's been no update, you won't get an email.