Checkmate is the end of a chess game.
The insertion of a reinforcer (usually a Bad Word) is an informal trick; it breaks a word between syllables: for example Absobloominglutely - that's used in a song from My Fair Lady.
Depending on the context, check-f*cking-mate could mean 'I've won" (as a triumphant chess player might say) or You/they/he... have/has won'.
PS etymological note: check is cognate with shah or sheik. Mate is as in matador. Checkmate means 'The king is dead'.
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