documentclass{article}
usepackage{skak, xskak,chessboard}
begin{document}
newchessgame

hidemoves{
1.e4 e5 2.Nf3 d6 3.d4 Bg4 4.dxe5 Bxf3 5.Qxf3 dxe5 6.Bc4 Nf6 7.Qb3 Qe7 8.Nc3 c6 9.Bg5 b5 10.Nxb5 cxb5 11.Bxb5+ Nbd7 12.O-O-O Rd8 13.Rxd7 Rxd7 14.Rd1 Qe6 15.Bxd7+ Nxd7 16.Qb8+ Nxb8 17.Rd8#}
\
% *** how to put diagram under each of these set of moves?
printchessgame[style=UF,level=1,initmoveid=1w,stopmoveid=5b]par
diagram 1.e2-e4 goes here
printchessgame[style=UF,level=1,initmoveid=6w,stopmoveid=10b]par
diagram 6..Ng8-f6 goes here
par
printchessgame[style=UF,level=1,initmoveid=11w,stopmoveid=15b]par

printchessgame[style=UF,level=1,initmoveid=16w,stopmoveid=17w]par
checkmate diagram

%***** from page 36 xskak manual *****
noindent
xskakloop[step=11,showlast]{%
begin{tabular}{c}
chessboard[tinyboard,
setfen=xskakget{nextfen}]
\
xskakget{opennr}xskakget{lan}%
end{tabular}quad}%
\
end{document}