You don't have to check in, you just have to be there in the location. For instance, if you were to leave Pensacola for San Diego, but are moving and selling your house:
Check out of old command, but stay in a hotel for 4 days while closing, HHG, etc.
Travel for 4 days, staying in hotel each night
Arrive in San Diego, but don't check in yet, awaiting HHG, getting housing all set, stay in Hotel/BOQ for 6 days.
You will get paid for the 4 days in Pensacola and the 6 days in San Diego, but not the travel days in between. This is to stop you from taking a government funded vacation on your PCS orders. So you can collect TLE at either your old duty station, your new duty station, or both, but not in between.