This yellow engine shaped light should off whenever engine started,if it remains on while engine is running,it indicates that there is some problem with any sensor and do not run the engine until u know the severity of problem.To find out the exact problem go to any reknown workshop which have scaner facility to trace out the problem.Some experienced mechanic can also do this job without scaner.
But in ur case, it seems that emulator which has been installed by cng mechanic is not matching to ur engine's computer or it is connected wrongly,so consult to any good cng mechanic who are expert in converting efi vehicle on cng.