Here's how it works:
* Checkmate: In chess, checkmate occurs when a player's king is under attack (in "check") and there is no way to escape the attack. This results in the game ending with a win for the player who delivered the checkmate.
* Sheh: This word is used in Persian and some other languages to announce checkmate. It essentially means "the king is dead."
Therefore, while "sheh" doesn't have a direct English equivalent, you can understand it as "checkmate" in the context of chess.