Nope, it's supposed to only show up when you start the car, and then turn off. Also, do NOT change your oil based on that indicator. It is HUGELY inaccurate. The general rule of thumb I recommend for others is to change your oil and filter every 5k miles if using synthetic oil (which you should be).
1998 BMW 328is
1966 Pontiac GTO
2007 Subaru Impreza 2.5i 5-door
View my photos: Caught in the Wild