Hicas light is meant to be out and only comes on when theres a problem with it.Sometimes dicky speedo converters seem to cause it or aftermarket steering wheels depending on what boss is used.Thats off course provided it hasnt been locked out which would cause the light on aswell.
What do you mean goes up and down with the rpm?The clicking you mean?Is this something totally different?
The throttle position sensor will click when cold and alter the rpm which is under the bonnet and nothing to do with the steering-yeah thats normal btw.