Open Sentinel.
Edit any one of your favorite lists.
(star icon - choose list to edit)
Highlight any of your departments.
Notice the Alert Light column?
THERE is where you turn it on.
Basically, the light is turned on by you programming certain trunk groups / conventional freqs. to light the light when received.
It also can be programmed to light when certain unit IDs (if you have them programmed) are received.