Mauro, which light are we talking about?
The door opening light and the brakes fluid light is, actually, orange. It lights up and goes out as you open or close the doors, or when you have brakes fluid level low (or e.g. pin hole in the float).
The red light there is the light showing ignition is on and to indicate no charging of battery.
It lights up when you turn the ignition key to the second position (first is accessory, then the second is ignition, the third is starter). Ignition starts powering of the fuel pump, that is why you hear it.
It should go out when you start the engine. If it does not go out when engine starts or if it lights up during engine running - it means you have no battery charging.
Which red light we are talking about and when exactly is it lit or not lit.