yellow will not turn on when CAN-BUS is not programmed, it is normal you will not see it since the module is not connected to CAN on this vehicle.
To program your carlink,
1- make sure to follow their instructions on how to connect it to the EVO using their own HRN-LLRS-01 harness
2- setup the app for fortin
3- follow programming in car
Following the RED LED on the BACK of the unit, not the one on top.
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Igniton ON-OFF-ON (red led on evo will turn on solid)
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Hit brake 4 times (red led will flash on each brake press)
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At this point wait 10 seconds then shut off the car.