Each operating system has many different programs for checking/calculating this. Windows has a utility built in called certutil and it is run from the cmd prompt.
If you downloaded a program from a site and it said the SHA256 hash was
you would type :
certutil -hashfile myfile.exe SHA256
It may take a few seconds based on your computer speed, but it will show the hash for the file you downloaded. If it matches what the vendor says then you know you have the exact file the vendor created and it was not modified at all.
Here is an example :
C:\>certutil -hashfile webNetwork_126.96.36.199-64-Win.exe SHA256
SHA256 hash of file webNetwork_188.8.131.52-64-Win.exe:
96 26 92 4b 54 a1 20 18 2e fd 36 12 55 44 00 14 5b 8b a5 08 b4 14 4e 95 ab 3c 14 fc 1f 69 b7 d9
CertUtil: -hashfile command completed successfully.
Another example :
C:\>powershell get-filehash -algorithm sha256 webNetwork_184.108.40.206-64-win.exe
Similar command exist for other operating systems.
On Mac OSX / linux you can type :
shasum -a 1 filename.ext
shasum -a 256 filename.ext