What do you mean checking the signature?
A signature gives you options to verify the file you downloaded. Anyone can create a fake Electrum software and push a virus in there and you will end up losing your BTC if he wants. So verification of authenticity is very important.
You already have the process here by another user:
Regarding signature verify, it is something you should done before you install Electrum. In this way you can verify that downloaded files are genuine,and not fake. Read about that
here.
But the detailed will be in the link I have given on my earlier post.