If you're talking about indicator lights on the front of your computer case, usually there are several. There will be one that is system power. That one normally is on constantly when in use, off when shut down. It blinks if the system is in a sleep mode.
There is another next to it that is the hard disk drive light. It is on only when the hard drive is actually in use. If you have more than one drive, they all share this one light. For long disk accesses the light will just stay on for a while, then blink, and eventually turn off if there is no disk activity. Sometimes it will show you the disk is active with background work, even though you are not using the machine.
For optical drives, each of them normally has its own dedicated activity light in its front face, and these do NOT use the main hard disk activity light.