There is a law in IL, the Illinois Contraceptive Equity Law, that prohibits insurance companies that cover prescription drugs and devices from excluding coverage for contraceptives. IL is the 21st state to enact such a statute.

An employer in IL has a self-funded medical plan.

Would this law apply to that plan?

Without reading the statute, I would have to say no, as any state statute which attempted to impose mandated coverages on an employer sponsored plan (other than through governing a contract of insurance) would be preempted.