Sounds like you don't get a self-test on that ABS light in the cluster. Someone seems to have removed it before you bought the car.
The first thing to check with ABS is to make sure all 4 WSS (wheel speed sensors) are attached and corrosion free. They are on the back side of each of the hubs. Next make sure that all the connectors are attached and corrosion free on the PMV assembly (under your airbox) and the secondary TC reservior (if equipped).
From there, if you don't solve your problem, you're going to the dealer for a diagnosis and expensive repair.