At normal amateur level, if a player makes, for example, a nifu (dropping a pawn on a file with a pawn already on it) if the opponent wants to claim the game they need to do so immediately, once the position of nifu on the board has changed there is no violation, this is different from chess. In shogi the king is a piece that like any other can be captured, it's not "illegal" to put it where it's in check, however it can seem that way as if a player points out that it's check they are effectively announcing that they will capture the king, so the opponent will resign and in professional games the score-keepers will stop the game.