Car on fire

My wife forgot to take the key out of the car. The engine was on for 8 hours. According to the police, they saw the car was smoking. But when I open the door, the panel light is still on. What should I do first?

It doesn’t hurt a healthy engine to run for 8 hours, un-attended, or otherwise.
All you can do, right now, is to check the oil and water (if the engine is cool enough), and start it up. Note how the engine sounds and looks. If it sounds and looks ok, it should be fine.

Ditto to what hellokit said.

My only question relates to:
“But when I open the door, the panel light is still on”

Huh? Which light on the instrument panel are you referring to?

All I was trying to say was the car looked normal. I checked the coolant, there was none left. The oil level looked fine.

No coolant left? The smoking, where was it coming from?

" I checked the coolant, there was none left."

Ummm…This is just a bit more important than the car “looking normal”!

If the coolant was totally depleted, there is likely serious overheating damage to the engine. I would suggest that you get the car to a well-reputed mechanic for an evaluation.

Incidentally, this may or may not be directly related to the 8 hours of idling. I suspect that the coolant was already very low prior to the extended idling, thus leading to overheating–which then boiled off the remaining coolant.

The “smoke” that you saw could have been smoke, or it could have been steam, but in either event, that engine could have sustained very serious damage from overheating.

Should I fill the coolant and gas and start the car? The gas tank is either empty or almost empty.

Yes, fill the cooling system with a coolant pre-mix. Then, call a mechanic.

I agree; fill it up with coolant, start the engine, and allow it to sit and run for a bit before going anywhwere.

You want to verify there are no coolant leaks and the car does not overheat before even going around the block with it.
You did not state what kind of car this is but aluminum does not take overheating very well.