This is a very basic question, but for some reason I couldn't find an answer elsewhere on the Internet.
Suppose we have an axiom system $A$ written in the language of second-order logic. In order to prove that $A$ entails a theorem $\phi$, we generally proceed as follows. Fix a structure $M$ such that $M$ satisfies $A$, and prove that $M$ satisfies $\phi$, and thereby conclude that $A$ entails $\phi$.
Is this correct?
Edit:After reading Peter Smith answer below I think I should add some specifications. In the following answer I've interpreted your "Fix a structure $M$ such that $M$ satisfies $A$" as "we prove that for a generic structure $M$ that satisfies $A$". In case you meant that we find just one structure which is models of both $A$ and $\phi$ then the conclusion is false.
The answer depends if whether you're considering syntactic or semantic entailment. In the second case the answer is yes, by definition, in the second case the answer is no, or to be exact it depends on the semantic you're considering. If you're dealing with the standard semantic the answer is no because second order logic is incomplete, if you use semantics like Henkin semantic then the answer become again yes, because with this semantic second order logic is complete.