Looks like a little storage shelf big enough for a set of keys, rectangular opening set in the dash to the right of and below the steering wheel. Should be a connector set into the top of it facing downwards. You can't see it from the drivers seat, if you're on your knees next to the car you'd see it.
Brake/ABS warning light is multifunction so if it's permanently on I'd read the codes which you assume you are trying to given your question.
