An MoT test has to include an emissions test, and you should have been provided with a sheet that included the breakdown of the emissions test. You should contact the MoT station that carried out the test and ask for a copy, or at least an explanation as to why one was not provided.

Although the MFI indicator has illuminated this does not necessarily indicate an emissions problem, but the fact that this has occurred with 10 days of obtaining the vehicle means this is something that you should take up with the dealer.