When you book a connecting flight, your checked baggage is usually forwarded to your final destination and transferred automatically between planes.
At check-in, the airline staff will normally confirm whether your luggage will be checked all the way through to your last stop.
However, there are exceptions:
If you are switching airports during your layover
If your ticket involves multiple airlines that do not have a baggage agreement
In those cases, you may need to collect your baggage upon arrival and check it in again at the next departure airport.
To avoid surprises, always ask the airline at check-in whether your luggage will be sent directly to your final destination.