If your engine catches on fire you should?

Put it out for starters, also call the fire department, and not sit on your b.u.t.t cooking a egg over it

According to the National Safety Council you should do the following.
1. Signal and move to the safest and closest place to stop or pull off the road immediately after it happens. Does not matter if it is on a sidewalk or on a median it does not matter.

2. Stop the car and turn it off.

3. Get you and everyone out of the vehicle.

4. Move away from the car at least a 100 ft, including bystanders.

5. Call 911, and alert oncoming traffic if there is any.