Depends upon who the check is made out to.  If it is in your father's name it becomes part of the estate.  If it is in your name, you will have to include it in your inheritance income (there is quite a large tax-free allowance so you may not have to pay any tax on it). Whomever is doing your estate work should be able to better explain who is liable for tax on income from stocks.

Kivler is correct that if the check is made out to your father, it will need to go into the estate.

If the check is made out to you, you may get a 1099-B form for the sale of the stock. You would need to include the 1099-B form on your tax return. You may want to contact the employer and clarify whether you will be receiving any tax forms.

If you do get a 1099-B form, you can report the sale of the stock in the Investment income section. For date of purchase, select "Inherited". Basis is the value on the date of your father's death. 

Generally, you don't pay taxes on inherited money unless it is in the millions. 

I'm sorry for your loss and I hope you find this helpful.