This light will come on briefly when the ignition is turned on, and the engine is not running, as a check to show you it is working.
It should go out when the engine is started. It should go out when the engine is started. If it stays on, or comes on while you are driving, you may have a problem with the system. Have it checked by your dealer/retailer.
The four-wheel-drive indicator will light up when the All-Wheel drive is active.