Warning lights assist the driver to drive safely, maintain and monitor the performance of the engine helping protect the engine and other equipment against damage. Some warning lights will not remain visible unless there is a fault with the vehicle.
There are many different types of warning lights (full information can be found in vehicle handbooks) each having a specific symbol relating to the problem
If a warning light comes on whilst you are driving you should pull over as soon as safe to do so, appropriate checks should then be made. It some cases it may no longer be safe to continue to drive the vehicle.