You could either trigger the Segment event once this click on the checkbox or if the checkbox is part of a form, once your user submits the form.
Depending on what you're trying to do, the checkbox could be included as a property or trait on a track or identify call or it can be it's own track event if it's something relevant that you're tracking about the actions that your user is taking on your website. That's entirely up to you and your Tracking strategy. Segment is very flexible and enables you to follow either path based on your needs.
I'd recommend looking into these guides to learn more about how to leverage the different methods we offer:
Data Tracking Essentials is a top-level document that will explain everything you can do with Segment and how to get the most out of your account with us :)
Segment FAQ - a collection of short articles covering everything from the basics to more advanced questions such as: Can I transform or clean up old data to new formats or specs?
Analytics Academy for higher level considerations
Quickstart Guide for a technical jumpstart
Docs for destinations provide specifics for each tool
Common Spec is a collection of info automatically collected by Segment. This is actually one of my favorite parts of Segment, and one that's not highlighted enough.
Hope this is useful!