Check Engine light

The battery in my 2000 Mazda Protege was bad and I just recently has it replaced.

Auto Zone replaced the battery 4 days ago and since then the check engine light has come on twice and it had never done that before I had the battery replaced.

Should I take it in to have it looked at?

Also if my car needs a tune up would the check engine light come on?

take it to autozone and have them scan it for dtc's(they should be able to do this for free), they should be able to explain what code is causing the check engine light, but if they don't they should at least give you the number and you can post it here. I should be able to figure it out.