Yes, they should light up, as well as the indicators on the bottom of the center A/C vent assembly. These are lit by fiber optic cables, not individual lights. The bulb is behind the climate control panel on the front of the heater core/evaporator case.

Had to look in your profile to see which car you were talking about.

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Erich Loepke
2010 Ford Focus
Currently Benz-less