The DPF - Diesel Particulate Filter - warning light will only come on if the filter is getting full. This will only happen if you do lots of short runs and the unit does not get a chance to regenerate and burn off the trapped particulates. Basically if you run the engine enough to warm it up then this is an automatic process. I do 38 miles each way to work and home five days a week and the light has never come on because the engine warms up and burns off the trapped particulates.
Should the light come on then you either need to take the car on a run, preferably down a motorway, and engine will warm up enough to regenerate the unit, or run it at 2000 RPM or above for a few minutes if stationary. In this case you will probably see smoke coming out the exhaust.
Have a look on You Tube and you will see people who have filmed this.
I understand that if you ignore the warning and do not clean out the filter as noted above you will need to get the filter cleaned out by a garage and this is not covered by warranty, but you should never reach this stage.
As my wife only drives two miles each day to her work, she deliberately bought a petrol car as the engine never gets a chance to warm up, especially in winter. I also make sure it gets a good run at the weekends and sometimes take it to work, so that the engine gets a chance to fully warm up and burn off all the corrosive chemicals which are produced by the combustion process.
I am not an expert and others may give you a more technical answer, but that is my layman's take on it and I have been driving diesels for 30 years, although DPFs have only been fitted to diesel cars in recent years. I have never had a DPF warning light come on and have never had any issues with a DPF.
There was a bit of a scare story about this on a TV consumer show last year, but it concentrated on people living in London where they were driving a couple of miles to the Tube station each day and didn't get a chance to give the car a decent run at the weekends as they also had supermarkets/shopping centres etc near to hand.