The fuse is in the Convenience Center (behind left hand side of instrument panel). I have uploaded the diagram and the appropriate locations of your dash showing the fuses and components involved in the illumination. The bulbs themselves are in the center of the instrument panel at the heater control.
If you need anything else just let me know.
Tom
Repair Safety Notice: This information is for general instructional purposes only. Vehicle repair can be dangerous. Verify all information, follow manufacturer service procedures, use proper tools and safety equipment, and consult a qualified repair shop when needed.