Checkmate is the end condition of chess. As you learn to play chess for beginners you should know that whichever player does checkmate first wins the game. Checkmate means that you have trapped the king of your opponent. A king can save itself from checkmate through CPR, Capture, Protect, Runaway.
It means that the king can capture the piece attacking it. It can also protect itself and counter-attack or it can run away and save itself. If the king can do none of these moves and there is no way left for it to save itself, it means that it is checkmate, the king has been captured and the game is over.
As the king is the main leader of this game, therefore, it is not captured and the game ends before the move in which it would be captured.