do codes just appear when there is a problem or do I have to use a device to detect problems when they occur?

in my 5th gen there's a blue connector right under the passenger side of the radio... just jump the connetor and the CEL will start flashing in series count the series of flash and that's your code... then find out what the code means... if you have a helms it would give you the CEL codes.

Look behind the radio for a blue plug with pins. Take a paperclip and make it into a " U " shape and stick it into the blue connector with the ignition off. Turn the ignition on without starting the car and count the blinks of the check engine light. There are slow blinks and fast blinks. For example if there are 3 slow blinks and 2 fast blinks it would be a code 32. The light will repeat itself over and over. Look up the code on the net or post the code and someone will help you out.