How do I install a neon indicator for a light?
Your switch wiring seems to be a switch loop with no neutral at the switch location. In such situation it is possible to use a neon indicator switch that has a lighted indicator when the switch is OFF provided the light itself is an incandescent bulb. Other types of bulbs may not work correctly with this type of setup.

Your desired setup however is just the opposite. You want the neon indicator to be lighted when the switch is in the ON position. It will not be possible to safely wire up a neon indicator when there is just a switch loop pair at the switch location. In order to get it to work the way you want it will be necessary to run a replacement power cable from the light location to the switch that contains a neutral wire in addition to the two wires for the switch loop. When that replacement cable is in place the neon indicator is wired between the neutral wire and the switched wire that goes to the light fixture. 

You would also want to double check that the other wire at the switch is the hot line. If it is not then the light fixture itself is wired up wrong and should be corrected. Proper switch loop wiring feeds the hot wire to the switch and the return back to the light and then the opposite side of the light to the neutral at the light location. This assures that when the light is off there are no live connections inside the light bulb socket.