To install CheckGMail just enter in Terminal (Applications > Accessories > Terminal) and paste the following command:
sudo apt-get install checkgmail
Or you can click here to automatically install CheckGMail without the need of entering in Terminal and pasting the command.
After installing CheckGMail you can run the application from Applications > Internet > CheckGMail. You will see a configuration screen like this one:
Enter your settings and press ok. Congratulations, you are now done!