@SamKuan created a series of videos on how to use Check-Mate in NX. You can find them in our Knowldedge Base area:
Hopefully those videos help you.
Product Engineering Software
Siemens PLM Software, Inc.
DFMPRO is an add on from Siemens through a company called Geometric.
We use this DFMPRO it is a nice set of checks. It has some issues and many false positives. You have to pay attention how you have the rule file setup.
Also you can export your results to teamcenter and set up valadation work flows with these results. This can be done with any checkmate result.
Writing Checkmate checks you will have to have the Checkmate author license.
I hope this helps a little bit.