What do doctors check for when doing a male genital exam?

Glans penis and shaft. Feel testicles to estimate size and for lumps and bumps. If you were ever a chimney sweep then look at your scrotum to see if you have cancer of skin there. Should also test reflex to see if you testicles move up when inner leg stroked. Depending on why they are doing if (you did not say) they may also do a rectal exam to feel prostate. Ok to ask before if concerned.

There are many conditions which can occur in the male genitalia. They check for that.