2 places. They will be located under the hood near the battery on the right hand side, in a black box. The second spot will be drivers side, lower left side in a small kick-panel labeled fuses.
Look in the fuse box.
Saturns use standard fuses. You should be able to buy them anywhere.
Automotive Fuses.....
134 A is used in the 2002 Saturn
Fuse Map is in the manual
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Saturn Vue was created in 2002.
Your local auto parts store can sell you a small assortment of fuses for that vehicle for under $10.
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Check the relays and fuses.