You should not move the dom2.exe. Start it as usual from the dominions2 directory:
Code:
dom2 MyGame --verify
should do the trick and generates a .chk file for every .2h file (and the fthrlnd file if present) contained in the MyGame directory (i.e. if you have a game called "MyGame" in this example). As all game directories, this should be a directory directly within the dominions main directory.
Edit: Oh, and look for the created .chk files inside the game's directory, i.e. within "MyGame" in my above example.
Cheers.