How do you know if fuse has gone only window will not clear as heater and fan not working?

The Owner's Manual will tell you where the fuse boxes are located. There are many times several of them - one under the hood with a cover over it, one under the dash behind a panel, sometimes next to your foot on the center comsole behind a panel.... Even without the Manual, look in these places - many times the covers will describe what the fuse positions control. If you don't have the Owners Manual find someone with the same type of car and ask them to have a peak, or stop at a dealer.
Once you find the suspect fuse, carefully pull it out and look at it. You can usually see if the thin section of metal in the middle is connected or shorted and broken. A multi-meter or continuity tester can also verify if it's good or bad.
Fuse boxes also contain Relays which are a bit larger than the fuses and you can't see into them to tell if they're good or bad. Usually there are several of the same type of relays in the fuse box and you can swap them to see if this restores the function.
If you do need to replace the fuse, any PepBoys, Autozone, etc. can help you.