How to get the checksum for a file on Windows
certutil -hashfile [path\]filename MD5
The tool is built into Windows 7 and above, and Server 2008 and above (at least). Tools like it are included in other OS's, but I'm sharing the above for Windows users.
Regardless of what OS you use, for more on why knowing the checksum can be useful (and why comparing file sizes instead may not be enough), and especially with regard to some interesting info about installers for CF2016 and CF11, do read on.