It varies depending on the type of doctor, what kind of appointment you make, and the doctor themselves. If you go to a family doctor it will probably be different than if you see a specialist like a urologist. Also if you go in for a complete physical it will likely be different than if you go in for a specific complaint like "I twisted my ankle" where they will pretty much stick to what your complaint is about.
But I'll assume you're talking about a regular doctor and going for a typical annual physical.
For the most part they will check you from head to toe, starting at your head and working their way down. They check your eyes, ears, nose, throat, feel your glands in your neck, and your arteries in your neck to try and detect possible blockages that could lead to a stroke some day. They'll listen to your heart and lungs. Then they'll take a brief look at your legs, and feet, checking for swelling in your feet and ankles that might be a sign of things like heart problems or maybe diabetes.
Any reasonably good doctor will do at least a brief genital and hernia exam and ask you if you have any pains when you urinate, do you check your testicles for lumps, etc. The genital exam is typically brief just quick look at the penis, feel for lumps in the testicles, then a hernia test by feeling between your scrotum and legs while you give a quick cough.
They may or may not do a rectal/prostate exam, often depending on your age. Some doctors say you don't need one until your 40, 45, even 50, but even men in their 30s can have prostate cancer or other prostate issues, or colon or rectal cancer. So I'd be proactive and tell them you want a digital rectal exam. Its quick, and really not painful. Just a quick finger in your rectum to feel your prostate gland and around your rectum for lumps. They also wipe their finger on a slide with a solution to do a quick check for blood in your stool which can be a sign of colon/rectal cancer.
Most physicals should include a quick EKG of your heart because most insurance companies will cover it as part of a physical.
More men should have regular exams, and I've really come to enjoy mine, especially when the doctor is female.