It's the orange light on the left side of the dashboard that has a vertical rectangle with something that looks like a 4-blade fan in the middle.
Now, the first time it ever lit up I looked in the owners manual and it looked like it was labeled the "traction control" light. However, I have since misplaced the manual, and therefore have no way of double checking to make sure I read the manual's diagram properly. But I believe that IS what it said.