If your vehicle has Speed Sensitive Power Steering, this warning light will come on briefly when you turn the ignition to ON/RUN as a check to show you it is working.
Then it should go out after a few seconds.
If the warning light does not come on, have it fixed so it will be able to warn you if there is a problem.
If the warning light stays on, or comes on while you are driving, the system may not be working. If this happens, see your dealer/retailer for service.