Some Pet Insurance Policies will cover the cost of a vet checkup but you must have a wellness plan along with the regular pet insurance policy for the pet insurance to cover the vet checkup.
Most times though you'll pay for the vet visit for the checkup and then later the Pet Insurance will usually reimburse you the cost of the vet visit.
However there are a few pet insurance companies that pay the vet directly so if you do some research online you should be able to find a pet insurance company that will pay the vet direct if you don't want to wait to be reimbursed.