95 Jetta CE
 

I have a yellow dashboard warning light in the shape of an engine with a single flash (lightning bolt) and the word "check".

I read somewhere this means a burned out bulb has been detected. I have found all bulbs working after a walk-around.

How can I get this warning light to go out?

It doesn't mean that... There is actually something bad going on with the engine and you shouldn't be driving it.. You need a code scanner and find out what's the code..