Here's your schematic, and the wire from the ECM to the "malfunction indicator lamp" is Orange. You can find the wire at the ECM and follow it toward the instrument cluster, find a spot to cut it and then ground the end going to the cluster, if the bulb lights up when you turn the key on, then its a bad ECM because it's not sending the ground signal to tell it to turn on. If it doesn't light up then you have a cut/break in the wire between the ECM and Instrument cluster(maybe at the pin) OR if it doesn't light up then it could be a bad connection for THAT bulb in the cluster and wouldn't matter if you put a new bulb in or not.
Make sense?
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www.nicoclub.com/FSM/Pathfinder/1997_Pathfinder/el.pdf