I found out this year on my 96 that the check engine light was never wired in! the light should come on when you put the ignition on and deluminate once it's running (or stay on if there's a fault).
There was a brown (brown-black?) wire at the back of the engine just above the gearbox that wasn't connected to anything and a white 2 pin plug/socket which didn't have anything coming out from one side (waterproofing bungs in both of the holes), I seem to remember it connected to the orange wire but I'd recommend you check first as the colours changed as I went through the wiring. I opened up the black cover thats fixed to the head at the rear and traced the wires from plug to plug. Connected it up and the light came on for what I suspect was for the first time in 17 years.