There are many efficient ways to check if a number is prime.
Here,  What is the best algorithm for checking if a number is prime?
However specific to your questions, there are a lot of errors:
1) The code fails due to Zero Divison Error because your range starts from 0, try
for in range(2, num)
since num %1 is always zero
2) if(num <= 1): should be outside for loop to avoid unnecessary looping
Here is the simple modified version of your script:
num = int(input("Enter any number : "))
def check_prime(num):
    if(num <= 1):
        print("Please enter a number more than 1")
        return
    # check if number is 2 or 3 as they are prime numbers
    if (num == 2 or num == 3):
        print("Number is prime")
        return
    # checking for number divisible by 2, 3 or 5 covers large set of numbers
    if (num % 2 == 0 or num % 3 == 0):
        print("Number is not a prime number")
        return
    # if none of the above case is satisfied then iterate to half of the number
    # as number more than half is never a factorial of the number
    for i in range(7, int(num / 2)):
        if(num % i == 0):
            print("The number is not a prime number")
            return
    print("Number is prime")
check_prime(num)
However, there are efficient solutions available.