If the oxygen sensor does not work that wing causes combustion problems

There's nobody on Fixya who can give you a definitive answer as to why your engine check light is on. It just isn't possible, and nobody will tell you to replace parts because some of the parts can be pricey.

If you can understand a number of the causes that lead to a check light coming on, it will go some way in helping you decide what may be the fault:

The Oxygen Sensor
Often referred to as a Lambda sensor.
An oxygen sensor is fitted on the exhaust system before the catalytic converter. It monitors the unburned oxygen from the exhaust and detects how much fuel is being burned at any given time.
A faulty oxygen sensor means it's not providing the right data to the computer and will cause a drop in miles per gallon. Some cars may have more than one oxygen sensor.

Cause
Over time, the sensor becomes coated by burnt carbon waste from the exhaust and loses its ability to alter the oxygen / fuel mixture for different driving speeds and conditions. A faulty oxygen sensor also increases exhaust emissions.

A failed oxygen sensor can eventually cause the catalytic converter to burn out. The smell of a burnt catalytic converter is likened to the smell of 'tom cat p**s'. A replacement catalytic converter doesn't come cheap.

Mass Air Flow Sensor
The mass airflow sensor tells the car's computer to add the correct amount of fuel based on the amount of air being drawn into the engine for combustion. A faulty mass air flow sensor also affects mpg, increases emissions, and can cause the car to stall.

Cause
Mass airflow sensors can fail over time because of an improperly installed air filter - or an air filter that has never been changed. You should replace the air filter at least once a year to help prevent the airflow sensor from failing.

Spark Plugs
Yes, faulty spark plugs can cause the engine check light to come on - that's because misfiring plugs cause a problem elsewhere in the fuel/air management.
You may feel a 'jolting' when accelerating. Spark plugs fail and there's not much you can do to prevent that from happening.

Fuel Filler Cap
Probably knows as the gas cap in the USA?
Incredibly, an untightened or cracked filler cap can cause problems. Some modern cars even have an error code that suggests a faulty fuel cap.

EGR
The Exhaust Gas Recirculation valve.
In internal combustion engines, exhaust gas recirculation is a nitrogen oxide emissions reduction technique used in petrol/gasoline and diesel engines. An EGR works by recirculating a portion of an engine's exhaust gas back to the engine cylinders. It reroutes some of the exhaust gases which are emitted by the engine into the combustion chambers. This effectively reduces temperatures in the combustion chambers.
Cause
The exhaust gases from the engine can cause the egr plunger (or 'butterfly valve' - which is a small circular disk inside the throttle body) to stick open or closed, leading to differing symptoms such as engine knock when fuel is ignited too early or rough running. It is the engine timing which is affected.

Most EGRs can be removed and cleaned out. Most EGRs are expensive to replace.

Camshaft and/or Crankshaft Sensor
More often than not when these fail the engine will not start, but this isn't always the case nowadays. Some vehicles have a 'limp home' mode. Replacement of the faulty sensor is the only cure.

There's other sensors too. Your car is a veritable network of data being transmitted from/to a whole host of interconnected sensors.

For the home mechanic the most expensive - and frustrating - way of fixing something is to replace one part after the other in the hope that the problem is solved.

Your first course of action should be to have a diagnostic test carried out. Identify the fault first. It's well worth paying a mobile mechanic to carry out a diagnostic test first.