If you mean the yellow light that looks like a picture of an engine, then that's an indication that the engine control computer has detected an error. You need to have the code read to determine what the fault is, there's a sticky in this forum that lists all the potential codes.
As MAB01UK said, one of the most common faults is the oxygen sensor. The sensor needs to be hot to work correctly and, if marginal, could be affected by the cold weather. There are two sensors, one upstream of the catalytic converter, used for engine control, and one downstream that is used for monitoring the performance of the catalytic converter. The electrical connectors are under the car and problems can be caused by dirty contacts.
The first thing to do is to find someone with an OBD2 code reader that can determine what the error code is.