You will collect your bags at your first port of entry in the United States (LAX) and they will be subject to a customs inspection there. This happens immediately after you go through US Passport control. You cannot bypass this step by accident.
After you clear US Customs, there is a place where you can drop your bag, a kind of mini check in desk. The bag will then be carried to the final destination in the United States (or to the next country's customs) without you seeing it again.
If you already have your boarding pass for the next flight and your bag was accepted, you can proceed to security for your next flight. Otherwise you will need to go to the check in desk.
Normally you will get all your boarding passes at the first flight, but sometimes for technical reasons it is not possible to print them all. In particular it is usually not possible to print a boarding pass for a flight more than 24 hours in the future. If that happens, you can get your boarding passes from an airline representative or check in desk later.