Driver's side inside a small black platic box right next to the brake fluid reservoir. The circuit of each fuse is under the lid. Check all of them and replace with the SAME color.
As far as repalcing the brake lights. Just twist a know and pull the light assembly out. Once out, check the light bulbs. Remember you also have the third brake light on the rear window. That one is a little bit more difficult. Replace with oem quality bulbs.