Look under your car's dashboard, just below the driver's left knee. Find the fuse box. It's usually a small square or rectangular plastic box. There will be a cover that pops open, with perhaps a tab keeping it closed. It can be opened without any tools.
Many cars have a second fuse box inside the engine compartment.
If the fuse you're looking to replace isn't in the fuse box inside the car, check for a second fuse box. Remove the cover from the fuse box. The cover should contain a chart telling what each fuse controls, or there may be a clear plastic cover over the fuses that gives this information. Find the blown fuse. Grasp the burned-out fuse on either side with your thumb and forefinger, and pop it out with a small pinching motion.