I bought a plane ticket from Chengdu to Madrid and changed planes in Holland. Do I need to get my checked baggage back after I arrive in Holland?

Are these two paragraphs from the same airline? If there is one, it is usually shipped directly to Madrid for you. You don't have to worry, just transfer people and carry-on luggage.

If it is not the same airline, it depends on how they hand it over to the next airline. Some can be directly transferred to you, and some can't.

When you check in before boarding in Chengdu, you will be given a baggage claim form (bar code), which will tell you where to check in. You can ask there.

If the luggage can only go to Holland, you can pick it up at the airport, and then go to the boarding gate to check in.

No matter what the checked baggage is, carry-on baggage should be checked again. Generally speaking, China's inspection is relaxed, while Europe's inspection of China people is stricter. What I checked in Frankfurt was my radiator. Fortunately, it was given to me later without saying anything.