Make Way

This will unlock over time. A checkpoint is a section of the track with a finished line where other cars can respawn if they die during the race. Every time you build a new piece of track, another checkpoint is added. At the start of the race there is usually only 4 checkpoints but as the race goes on and the track is expanded, you can easily have 15-20 checkpoints during the final run.

If you are struggling with this, go to local mode and select a custom game once you unlock it at level 10. Turn the AI difficulty down to training and turn on walls and turn off hazards. Now the race should be pretty easy to run without falling aka missing a checkpoint.