However, it is always advisable to check the circuit also, in case a fault in it caused the fuse to blow. For example, failure of an electrical component or damaged insulation on a cable can cause a short circuit, resulting in a sudden massive increase in current.
A headlamp bulb, for example, is designed to have a degree of resistance so that it consumes a certain current to glow normally. But there are at least two headlamps in the circuit. If they were connected in series, electric current would have to go through one headlamp to get to the other.
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.
The fuse box is often located in a cluster of components, as illustrated here. The box is shown with the cover off.