For the water - you just need to connect the hose from the back of the fridge to the water supply tap in the fridge space and open the valve. If there's no water supply in the space then you'll need a plumber. As for the red light.....
The red light is an indicator that the filter needs to be changed. It is however based on a simple timer system rather than some sort of sensor like many people mistakenly think. I know this as I never installed the filter that came with my fridge at all but didn't get the red light warning until after about 6 months of operation. The way to turn the light off is to reset the filter indicator by pressing and holding the "Ice Type" and the "Child Lock" buttons simultaneously for about 3 seconds. FYI the filter is probably good for about 12 months so you don't necessarily have to change it every 6 months when the timer initiated "sensor" goes off - as mine continues to do even though there has never ever been a filter installed. Hope this helps.
Chris
March 2010