When an electrical component stops working the fault may be in the component, in the electrical circuit or in the fuse that protects them. Because the fuse is a likely cause, and the easiest to check, look at it first.
Most are wired through the ignition switch, so that they work only when the ignition is switched on. This prevents you accidentally leaving something switched on which might cause the battery to go flat.
There are many fuses, each protecting a small group of components, so that one blown fuse does not shut down the whole system. Many of the fuses are grouped together in a fuse box, but there may also be line fuses in the wiring.
Current flows along a single cable from the battery to the component being powered, and back to the battery through the car metal body. The body is connected to the earth terminal of the battery by a thick cable.