MY Book light stays on. Why? It's icon disappeared

MyBook for Mac has light that stays on when computer is shut off. Computer does not show icon so I don’t dare unplug it. How do I restore an icon, and why does the light stay on WD?

The light will remain blinking as long as the unit is connected and receiving power. If the device/icon is no longer detected you could try re-connecting the unit after your computer is fully powered back on.

My light stays on all the time; a steady light. I had been told to always drag the icon to the trash, where the trash icon turns into an eject (Mac OS 10.6.8) before unplugging the hard drive. That way, I wouldn’t be causing problems with the saved items on the external hard drive. However, I cannot find the icon for the WD external hard drive. Is it okay to unplug it from the computer and from the outlet?