One circuit breaker protects all the power windows. If only one window doesn't work it's not the circuit breaker/fuse. It could be the switch in the drivers door or the power window motor has failed.
Some cars are set up that way, where power will still be supplied to some systems (such as the radio and the power windows). Usually, it's either for three to five minutes after the ignition is shut off, or until the driver's side door is opened (whichever comes first). I believe GM kicked that off when vehicles started going to multiplexed electronics in the early 2000s.
A new one will cost plenty. The best place to get one is at your local auto salvage yard. There you will pay about 50% of what a new one will cost. The price will vary of course from yard to yard.
It should be located behind a panel with four screws right under your steering wheel.