Last night, after hitting a deer, the yellow light of an engine  came on the dash. Manual says that it is to show a fault in the emissions system.

Question - does the Audi A3 8Y have an Engine Management Light -  that glows red if urgent attention is required. I can't find any mention of one in the manual.

There should be a red one too. Usually any red light indicates you should stop. Regardless though you need to be getting it to a garage as clearly something has broken and the car isn't running right efven if it may appear it is. 

It does..had the orange one show up then vanish when the alternator was playing up. This happened a few times. Then i got a red one which told me to stop ASAP (which i didnt) and then it eventually died. Alternator had died and so did the battery so had to go in to get a new alternator fitted.

Moral of the story- stop if it tells you to stop!