Depending on which brake warning light is illuminated on your dashboard will determine if it is safe to continue driving.
As with any time a new dashboard light illuminates, you should refer to your vehicle handbook as your first port of call, following whatever guidance is specified.
However, as a general rule of thumb, if the brake light that appears is red, with an exclamation mark or ABS inside a circle, then there may be a serious issue and your brakes may not be operating correctly or as expected. If this is the case, you should drive carefully and stop when it is next safe to do so.
If the light is yellow with two dashed lines on each side of a circle, then this is a brake pad wear light, informing you that the brake pads are in need of replacement. You can safely drive with this light illuminated; however, you should make an appointment to have your brake pads replaced, or to be certain of exactly what needs replacing, book a free brake inspection.