The symbols around the switch should light up, and the center dot should lite when you turn on the rear fog light (switch pulled all the way out - 2 clicks out). If you don't have the rear fog light installed, there may not be a bulb for the orange dot. If the symbols around the switch are not lighting, then the bulb is bad, or a fuse is toast.
Bulb changing for this switch is in the archives - I don't remeber all the details, but I believe it involves pulling off the switch knob, removing the locking nut around the switch shaft, and sliding the panel to the left to release the hooks holding the right side of the panel in place. You should see the bulb housing behiond the switch area.
2003 Firemist Red/grey leather SL 500
2015 Palladium Silver/black mbtex GLK 350
1987 Smoke Silver/burgundy mbtex 300E Sportline (SOLD)
Click to see 87 300E