I'm creating message boxes in Tkinter using tkMessageBox.showwarning. 
Does Tkinter let you insert a sort of checkbox with the message that says, for example, "do not show again" so when selected the message won't appear the next time?
No, the standard dialogs don't support that.
If you want such a feature you'll have to build your own dialog out of a Toplevel window and other widgets.
"do not show message again" checkbox in Tkinter warning message