Check engine light on or off? 4x4 light

[Automechnic077]

I have a 99 XJ. Just bought a rebuilt PCM and Jeep hasn't ran better since my ownership.
Does the CEL come on key on engine off?
I even pressed the mileage selector in as I turned on the key. It never came on. Does it only come on with a problem? Perhaps the bulb magically died?

Also the 4x4 light I see a part time and full time silhouette when shining a flashlight at the dash. Are they supposed to light on a 99 XJ?
I found the blue wire plug on The tranny near the front. I unplugged this and jumped the terminals with a wire. Still no light. It's never worked. So my question is is it supposed to? I didn't seem to get any power to ground with my test light either.

 

[90xj06]

when the key on engine off. light will be illuminated for bulb check. if it does not illuminate i would suspect a dead bulb. the 4x4 full time and part time lights depending on the transfer case illuminate only when the 4x4 selector is in a 4x4 mode.

it could be possible that you have a blown fuse. but im not sure the power routing on the 99.