I'd have to check, but I think its a seperate light somewhere in front of steering wheel. I think it may illuminate if you turn key to on position without starting (you may have noticed a bunch of lighst come on and turn off then. I assume it would be red and show a thermometer or something like that (may be different between US and Canada)
****** well that idea appears to be wrong, I tried it, didn't see a light so I looked it up. Appears the overheating message does show up in D.I.C. ************************