Hi and welcome to FixYa,
There are acutally 2 fuses in this unit. The thermal fuse is item 3 and the regular fuse is item 7 of this link: http://www.appliancepartspros.com/partsearch/model.aspx?model_id=238334
Both fuses are on the rear of the unit inside the back panel attached to the air guide (Item 5 above link)
Make sure the unit is powered off before changing any fuse. Most fuses fail due to a component failure. High Voltage Diode, Capacitor, Magnetron or an interlock switch. If you replace the fuse and hear a loud humming when you try to use it most likely the diode has failed. DO NOT do anything beyond the fuse without grounding the capacitor first. It will ruin your day if it is charged and you touch a wire terminal. Any testing is done at your own risk knowing the dangers of same.
Thanks for choosing FixYa,