What is the meaning of the fuel sign on the pajero dash board?

It sounds like you need an auto electrician, but check that fuse for the windows.

Mitsubishi Pajero / Shogun (V80; 2006-2017) fuses

Fuse Box Diagrams https://fuse-box.info > mitsubishi > mitsubishi-pajero-...

The fuse box is located in the instrument panel (driver's side), behind the cover. The location of the fuses in the passenger compartment: Mitsubishi Pajero ( ...

Mitsubishi Shogun / Montero (2003-2006) fuses

Fuse Box Diagrams https://fuse-box.info > mitsubishi > mitsubishi-shogun-...

Fuse Box Location ... The fuse panel is located behind the cover in the instrument panel. Pull the fuse box lid to remove it. Use fuse puller to remove the fuses.

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http://www.pajero.guru/mitsubishi-pajero-maintenance-schedule/

https://www.ebay.com.au/itm/Oil-Air-Fuel-Filter-Kit-fit-Pajero-NS-NT-NX-NW-4M41T-3-2L-Diesel-10-2006-2015-/401077257757

https://www.gumtree.com.au/s-2008+mitsubishi+pajero+diesel/k0

Check the battery

Please watch the video of the job the 97 should be the same.
. 1998 2004 Montero Sport fuel filter replacement

You may have to remove the dash board to get access. If mounted on center console then that has to be removed.

Well a flashing red light usually means the alarm system has been activated. Flashing quickly could mean it is faulty and the alarm is not set.

Power steering..check fluid levels or leaks.

engine burning fuel.
not good sign

You need to have the system scanned for fault codes.

just check on the front differential there is the actuation 4WD valve which is operated by means of vacuum. See whether you do have any vacuum leak,broken vacuum hose,or if the actuator itself does not work.