There isn't a warning light to check the oil level... the light only indicates that low oil pressure is detected meaning there's probably little/no oil in the engine and damage will already have been done by that stage. At least, that's my understanding. You should check your oil using the dipstick every month or so I reckon.never needed to fill with oil between services (rather never had a warning light to check the oil level)
That said, maybe your car uses less oil than my FR? Mine has drunk 6 litres in top-ups over its first 26k miles... which seems like quite a lot to me.