Normally when you press the Y key there at the command prompt the tool is then scheduled for the next startup. It runs before Windows starts to load as an independent drive checking tool not while booted in Windows.
The "chkdsk /r" with repair switch is the most commonly entered command used at the command line. You can also schedule it to run by right clicking on a particular drive's icon in Windows Explorer to bring up the properties screen>Tools tab and simply click on the Check Now button under error checking. Then it will run after you restart the system or when turning it on again if you shut down when first passing the post tests.