If your check engine light isn't working, the problem likely lies within the PCM or its circuits, not a blown fuse. You'll need to have a mechanic diagnose the underlying issue causing the light malfunction (or the absence of the light when a problem exists). Checking all the relevant fuses in the underhood fuse box and the interior fuse panel is a good first troubleshooting step for *other* electrical issues, but not directly for the check engine light itself.