they just pull straight out. there should be 10 sockets for bulbs. if you just got the jeep the prior owner might have remover the eng light to hide an engine problem. if your fingers are too big, put some tapr on a pair on needle nose pliars and grab them.
yes, it should test as well when the key is turned on. there are 6-8 screws located around the steering column area. you need to remove them to get the Turnlight indicator panel out. the check engine light is next to the blue bright light indicator. swap bulbs to check them out.