Does the fuel gauge have a warning light?

Yes. You do have an indicator but whether it works or not is a different questions. I am sure it works but you just need to get closer to empty.

Take a look at the wiring diagram and I circled the indicator on the cluster diagram that shows it is part of the cluster.

What I would suggest, is get a gas can and put a gallon or two in it and as you get to empty on the gauge, put the can in the vehicle. This way you are sure to not get stuck on the side of the road but you don't have to drive around with the gas can the entire time. Then you can drive until the light comes on so you can see when it does.

Let me know what questions you have.