Checkmate ends the game, but a game is more often won by winning material directly or indirectly. A direct win of material is very simple to explain, you make a profitable capture or exchange. The indirect method involves cutting the opponent’s pieces off from the main battle field, having a superiority of force there or locking down a piece temporary or forever. In a nutshell one can say that indirect methods deal with reducing the quality of opponent’s pieces or increasing quality of your own pieces. Here is an instructive & famous example:
William Winter against Capablanca in 1912
Q: White’s last move, Nd5, was a mistake. How can you build a winning position because of this mistake?
A: As follows:
The beginning of the end.
If 2. Nxg5 then 2…Nxd5 wins a piece or if 2. Bg3 then 2…Nxd5 3. exd5 Bg4 followed by f6 leaves White’s dark square bishop with no future. Please note that the bishop pinning the knight on f6 is quite a common theme and you can find a detailed explanation of its effect on the center and the future of the bishop in My System by Aaron Nimzowitsch.
2…Qxf6 3.Bg3 – Bg4
Now White can’t avoid doubled pawns on the f- file and White’s dark square bishop can’t come to life without sacrificing a pawn.
If 4.h4 then 4…Bxf3 5. Qxf3 Qxf3 6. gxf3 f6 with same result discussed below.
4…Bxf3 5.Qxf3 Qxf3 6.gxf3 f6
Now the bishop can’t be unlocked without sacrificing a pawn. In the game White choose not to sacrifice and Black attacked the queenside with his extra piece. Black won after 15 more moves.
Here is the whole game in case you’re interested.: