The Check Engine Light (CEL) serves to raise the issue of existence of problem(s) in the car's engine through a bunch of sensors that feed the ECU with information. It can either be a false alarm due to some wire being disconnected/damaged/connected poorly or it might indicate a serious problem.
CEL can also pinpoint the problematic area by either using an On-Board Diagnostic (OBD) tool available with good electricians or with Toyota dealers. They just plug the OBD to a port available under the dashboard and that gives it a direct connection to the car's ECU. They can then read off the error/problem code and let you know what is causing the CEL to flash or stay on. The diagnosis shouldn't cost more than Rs. 300 or so.
If the CEL flashes in a specific combination on your Belta's speedometer when you start up the car, you might be able to read the code yourself and search about that particular code.
I have Toyota Belta 2006, which I bought a year ago, but check light started apperaing few days ago and whenever there is light, car started knocking. Then suddenly light disappears and car is normal, then again the light appears.
This shows that when the problem appears with your car the unnatural/abnormal condition is sensed by the ECU and the CEL lights up. In ECU controlled cars it can also be the case that the ECU
1) detects problematic input from one of the sensors (Throttle position s, Camshaft position s, Crankshaft position s, coolant temperature s, intake air temp s, abs sensors, O2 sensor, etc)
2) and then indicates that error with the CEL light,
3) tries to rectify the problem by tweaking the fuel, air input at the intake or the spark/ignition timing
4) succeeds in resolving the problem
5) then goes on its marry way.
Someone told me if CNG removed from the car this problem appears. What is your opinion and what should I do? Is it a serious matter? and how should I get rid of check light forever.
This sounds like the wrong diagnosis as the CNG system/electronics never actually gave any information/input to the car's ECU to begin with, so assuming that since the CNG was removed from the car, that must be causing the CEL to light up sounds very far-fetched.
Anyways, try to read off the error code or have someone do it for you with the OBD tool. Then attack the problem and if the culprit is one or more of the sensors then get them cleaned (esp the O2 sensor on the exhaust manifold), the wire harnesses checked for tight connection, any signs of wires/insulation being damaged. I doubt its a serious problem right now but if you ignore the issue or or get the CEL removed/its wires disconnected then that can spell major disaster for you down the road. Good luck.