that does seem weird if you have only disconnected your battery. I have disconnected by battery quite a few times and always get the ESP and Steering Warning lights on, but as thirty3 said above, as soon as I drive over 5 mph, stop, turn off the engine and re-start, the EPS light extingushes.
To sort the steering light, it's normally just a case of turning full lock one way, hold for a second, turn to the other lock, hold, centre the steering and drive forwards slowly.
Apart from these lights, I've never had any other issues, and as I said, they are normally cleared in a couple of minutes.
If you are referring to the brake fluid resevoir, it's at the back left side of the engine bay. A small white rectangular container, with a black cap (with wires going to it). See picture below.
If messing with brake fluid, be careful of a couple of things.
1. It's a very effective paint stripper, so make sure if you need to top up, you surround the area with old rags first.
2. Brake fluid should ideally be left untouched for 24 hours in it's container to allow any air bubbles to rise to the surface.
When using fresh brake fluid, try not to shake the can and introduce any air into it. It's makes bleeding them later more difficult and results in a spongy feeling pedal.
GT-TDi - Almost fully loaded and loving it !