Checklists can be used to give students a visual representation of tasks that have been accomplished. Students mark the completion of these activities by themselves, so it's useful for self-guided lessons. Like many things in Moodle, there are configurable options. You can explore those options, if you're interested in that functionality.
To get started, go to your course's home page, and click on "Turn editing on" in the top right corner.
Under the course category you'd like to add the checklist, click "Add an activity or resource".
Select "Checklist" and click "Add".
Start by naming your checklist.
By default, Checklists are graded items. If you'd like this to be more of a helpful tool, rather than a graded item, under "Settings" set the Maximum Score to 0.
Once you've set your settings, scroll to the bottom of the page, and click "Save and display".
Go ahead and put your instruction/description, and URL you'd like to link to (if you would like to link a URL). You can also assign a due date to the checklist item, if you'd like those items to have a due date.
Click "Add" once you're all set.
You can add as many items to your checklist as you'd like.
Once you've added all of your items to your checklist, click "View checklist".
If you'd like to change your checklist, you can click "Edit checklist". You can change individual items, or add new items to the checklist.