OK, let's try an example. The desire radios thread at xda has a link in its first post to a
mirror site. If you follow that link you'll see that next to the download link to each radio there is a long hexadecimal number. That is the md5 code - a hash code generated by applying an algorithm to the file itself. So, what you would do is download one of the radios, use a command or app to compute an md5 code for the zip you downloaded, and compare it to the value on the download site.
So, supposing I download 32.56.00.32U_5.17.05.08.zip from that site. On my Macbook I type the command:
md5 32.56.00.32U_5.17.05.08.zip
which returns the following:
MD5 (32.56.00.32U_5.17.05.08.zip) = 8f8a27febb22dac3477770411545be83
On the download site it lists:
32.56.00.32U_5.17.05.08 (8f8a27febb22dac3477770411545be83)
so the md5 code generated on my computer matches the one listed on the download site, which means I am confident that the file downloaded OK. If it had been corrupted the codes would not match, in which case flashing it would be an exceptionally bad idea.
I don't know the Windows utility, but I imagine you'd run it, select a file, and it would tell you the code for that file. That's also how the Android apps I mentioned work.
This does rely on the source you download the file from providing an md5 code for the file, but for things that can do terminal damage to your phone (e.g. radios) it's a good idea to insist on this.
Note that the md5 is for the whole zip, including the scripts, any credits that are printed when you flash them, etc. So if the same radio has been packaged by 2 different people it's likely to give different codes. So the test is whether the code matches the one provided by the site you downloaded from, not whether it's the same as the code for another file of the same name from a different source, because that one may be perfecty valid and just have been packaged slightly differently. The code doesn't tell you whether the file is intrinsically OK, just that the copy you have has the same content as the file at the download site.