Open the hood on the tractor and look around under the dash. Most of the time it's attached to the right hand side (as you're sitting on the machine) of the dash. But I have seem them just kind of hanging as well. But it will always be under the dash.
The fuse should be green (sometimes blue) and will be in a black holder with 2 red wires going to the holder. Don't feel bad, because they're usually easy to miss.