Please see the following code:

-(void)viewDidLoad
{
    [super viewDidLoad];    
    UISwitch *mySwitch = [[UISwitch alloc] initWithFrame:CGRectMake(130, 235, 0, 0)];    
    [mySwitch addTarget:self action:@selector(changeSwitch:) forControlEvents:UIControlEventValueChanged];
    [self.view addSubview:mySwitch];
}

- (void)changeSwitch:(id)sender{
    if([sender isOn]){
        NSLog(@"Switch is ON");
    } else{
        NSLog(@"Switch is OFF");
    }
}