Hi @Igor Gelin ,
Yes, you should run it against master, model, msdb and tempdb, plus all your user databases.
Below is a good blog about DBCC CheckDB, suggest you reading it. It will make you better understand DBCC CheckDB.
DBCC CheckDB FAQ: Check for Corruption in SQL Server
If the response is helpful, please click "Accept Answer" and upvote it, as this could help other community members looking for similar thread.