No worries.if you got no Cat that would be the problem (and very illegal). If you want to get dirty under the car you can visibly look for the cats. The second (unmonitored) cat should be just north of the double-exhaust hangers where the exhaust starts to go up into the engine, and the first (monitored with an O2 sensor on both sides of it) should be just above it near the turbo.
If you have a cat and can work out what the CEL means, you might be able to extend the 02 sensor which might be causing the problem (I think @Yeldarb did something like this and it's a common fix for crappy downpipe design) or just get a Cobb AP and turn the CEL off
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