There are two of them and I'm not sure which one the fuse for the lighter is in. One is under the hood and you can see where that is here. The other one is behind a panel on the front passenger side of the center console. Just pull the panel off carefully and I would venture to guess that the fuse for the lighter would be in there.
The owner's manual has great diagrams of both panels. I find that the manual has helped me more than once, although CourthouseDeb explained to me where the interior dimmer switch was. (Right on the console in front of me)