In order to be able to enter payroll checks, first make sure AMS Payroll is an option which was purchased. This can be done by selecting Modules>AMS Payroll from the Main Menu. If you receive a message that says this program is a demo, then AMS Payroll was not purchased.
The easiest way to see how to enter payroll information is to go through the tutorial for AMS Payroll. The tutorial can be accessed by selecting Help>Tutorial from the Main Menu. Then click on Modules>AMS Payroll.
Entering a check is hard to explain here, but the Tutorial does a good job explaining the setup and how to enter these checks.