OK.. at the very left side of the dashboard (where it butts up against the driver's door) there is a cover. Remove this cover and underneath is the fuse panel, called the "junction block".
Fuse #6 of this block (top right corner) is the fuse you need to check. The fuse might be installed into either 6A or 6B (if installed into 6A, the lighter has power all of the time. If installed into 6B, it only has power when the key is on). If the cigarette lighter socket is physically intact, but not working, then most likely this fuse is blown. You can pull it out and look at the small filament underneath the clear plastic. It should look like a small wire stretching from one terminal to the other. If it is burnt or broken then the fuse is bad.
These fuses are very inexpensive, usually less than a dollar or two, and any parts store should carry them.
Also keep in mind, a bad heating element in the cigarette lighter itself, loose change dropped down into the lighter socket, or a malfunctioning accessory (such as a cell phone charger that plugs into the cigarette lighter socket) can cause this fuse to blow, so if it blows again you need to pay attention to what you did when it happened so you can take the appropriate action.