This warning means that there is a fault that has stored in relation to the sway bar system. On this vehicle you have the active sway bars that will help keep the vehicle body level when cornering.
The best thing to do would be to have the fault code read out to find out exactly what code has stored. Often when this failure occurs just cycling the key will sometimes turn the warning off. If the system fails to operate correctly again it will give the same message. The one thing that you can check is the fluid level. In the engine compartment there is a fluid reservoir that should be labeled for pentosin 11s. The cap has a star type pattern on it and is also the power steering reservoir. This system only uses special fluid Pentosin 11S. If the fluid is low the first step would be to top off the system and re-drive.
I have seen a few of the front sway bars fail and need replacement as well as an occasional hydraulic pump failure but the codes should be checked preferably by the dealer to verify which failure you may have.
Please accept and best wishes on your repair.