When police come to your home for a Welfare check they are doing so because someone likely in your family hasn't been able to contact you so the police are contacted and given your address and name etc and they show up at your door.
All the police are gonna do is just check to make sure you are okay and then report back to the family that you are okay and that's all.
The police should knock on your door and say that it's the police and they are there for a welfare check.
You don't have to let them in if you answer the door but if you don't answer or respond then the police can legally enter your home by knocking your door down or gaining access somehow else.
They do that because it could mean that you're hurt, ill or dead.
So just answer the door and let them know you're okay and they'll make their report and leave.