Its on the left of your screen
Red Square means yours and locked to you with no imminent danger
Red shield means watch it
Orange shield means lost, but close to recover
Yellow means the mob is on the fence between you and his new target
Green means you've engage the mob, but are not a threat at all
That menu of the left also shows you if adds are in play.
You'll be on a boss, Red Square on his name.
All of a sudden 3 more names show up in that box but you can't see anything. It lets you know new enemies have entered the field and are engaged to your party