Use check when you mean to examine or to make sure that something is correct, safe, or suitable.
Use control when you mean to direct, to operate, or to limit something.
Yes:
You can check the brightness of the display by pressing the Info key.
(means: You can read a number there, but you can’t change the brightness.)
You can control the brightness of the display by pressing the Settings key.
(means: You can change the brightness there.)
No:
Control whether all wires are connected correctly.
Check whether all wires are connected correctly.
The slider allows you to control the voltage.