You do not start the engine, you turn the key to the second click, which should enable you to read any stored codes.
If you start the engine, it will run in static timing mode and not show fault codes
Turn the key to the ACC stage (ie. on, but don't start the engine) BEFORE bridging the terminals. Bridging the terminals first, as you're doing, puts the ECU into test mode AFAIK
The management light should illuminate permanently with the ignition on, and go off when the engine starts.
If that isn't happening, then you have a wiring fault somewhere bud, and I'd suggest fixing that before proceeding