Hmm . . . it should have a light on the dash ( near the odometer ) to tell you if its on or not . . . my guess would be the bulb in the dash has bitten the dust. New globes are cheap, and its not hard to change ( although you need to pull off the dash surround ) - check www.fordmods.com
for info on this one ( look for neon dash conversion - it will tell you how to remove the dash surround and instrument cluster . . .
On the Vibration . . . nfi sory :(
Gratz on the new car . . . all you need now is to fit the turbo