I cannot get Set-PnPFileCheckedIn to work

Hi Luis Duran I've just tried running your code and for me it works. My code looks like this:

$folder = "/Shared Documents"
$filesinfolder = Get-PnPFolderItem -FolderSiteRelativeUrl $folder

foreach($file in $filesInFolder)
{
 $filepath = "$($folder)/$($file.Name)"
 Set-PnPFileCheckedIn -Url $filePath -CheckinType MajorCheckIn -Comment "Checked in by Script"
}

I would suggest checking the version of the PnP PowerShell Commands that you're running:

Get-Module

My local version is 3.2.1810.0, so I'd suggest updating your PS modules if you're at an earlier version

Update-Module SharePointPnPPowerShellOnline

I hope that helps, if not please let me know and I'll have another look for you :)