Hi Vikash,
Your question is not clear, first if your company is paying your salary via cross chq (i.e. the chq is in your name and its account payable) it is absolutely fine, that means it is all accounted.
But if it is uncross chq then there is a problem! that is as good as paying in cash, nothing is accounted for, you might not be consider as regular employee.
Some companies do not give salary slip, but if you are on roll employee, then they have to give Form 16, that can be shown as salary proof.
When you will go for a job change what is important is your education, experience and your CTC, if your CTC don’t have PF it will hardly make any difference, besides as Bhargav has mention only company having more then 20 employees are mandatory to contribute for PF.
Hope to answer the question
Krishna