When you turn the key, but before you start the engine, the instrument panel will light up and you should see all available indicators. One of them should be "Check Engine", "Service Engine Soon", a picture of an engine, or some equivalent. If you see other indicators but not this one, then it either does not exist (unlikely in any car made in the last 10-15 years), or it has been disconnected.
That would never have occurred to me! Good to know.