The fuse is located inside of the plug. Here's a screenshot from the user manual showing you how to remove the fuse:
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If you have a multimeter, you can set it to continuity mode and stick the probes on each side of the fuse. If there is continuity, the fuse is good. Otherwise, the fuse is no good and needs to be replaced.
If you don't have a multimeter, you can visually inspect the fuse. You should be able to see a thin metal filament going through the center of the fuse. If the filament is broken, the fuse is no good. A blown fuse also often times leaves a black discoloration on the inside of the fuse.
According to the user manual, if you are needing to replace the fuse, it must be a 5 amp, 125 volt fuse.