The oil light is in the clock cluster in the middle of the console (same place where the cel, battery and other problematic lights are), when you put the key to on position before you start the car, the light should come on for a sec or two.

The light comes on when the oil drops below a certain pressure, not because the oil level is too low (there is an oil pressure sensor near the oil filter)

You are saying the engine has 30k on it and it burned thru 4L of oil in a month and a bunch of coolant? A blown headgasket is highly unlikely on an engine this new. There is also only 1 place to chek the coolant, its the tank with the yellow cap on the upper right corner of the engine bay (you can see the tank in my signature picture above the battery)

By the way how is it possible that you only have 30 000km on a 4 year old car? Did you get the engine replaced?