Actually...if you're in Europe...it may not come on. The Check Engine light is for emissions (not problems with your engine). You don't give a model year or build date...but the OBD II mandate didn't take affect in 1996 like it did here in the USA.
See the chart below to see if your build date falls before or after OBD II for your country or continent. If before...then the CEL/SES/MIL light may not illuminate because it wasn't required yet:
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