How do I read transmission codes?

Was wondering how to read codes off the transmission do you connect up to the transmission itself or through the ALDL plug under steering wheel? Also if there is problems with the transmission does the engine light go on or not oh it is a 1995 4.3 vortec cpi engine no idea what transmission it has.
Thanks in advance.

The transmission codes will set an SES light. A standard code reader will pull the codes via the ALDL.

Thanks for the response.
Also need help with my problem; Rebuilt transmission from aamco 3rd time lucky nothing but problems I broke down in JAX FL and they sorted it out so I think, so onto the problem cruising down highway or any road go into 4th gear and the tach jumps and engine shudders slightly just enough for me to be pissed off as I have replaced just about everything on this truck so thinking the TCC was jumpping in and out took it back to yet another Aamco for them to scan the transmission and all sensors they tell me everything is perfect with the transmission it is my fan clutch not spinning right only 6 months old and granted it is very loud but has been loud from day one.I got the heavy duty one and according to the manual on it from storage the fluid in the clutch takes time to wear in and will be loud for awhile.
Please help are they talking out of their arse or why would the fan clutch cause the engine to shudder any tests that can be done on the clutch or should I just change it like they tell me to

So far changed Plugs Delco, wires Delco, EGR cleaned and also replaced with screen, CPI unit changed, Nut kit changed, MAP sensor changed, Rotor, cap , fuel filter no engine light at all.
Fuel pressure is at 58PSI with engine off and 59PSI when idiling goes upto about 62PSI when gas is given.
PLEASE HELP ME RUNNING OUT OF CASH