I have never seen a fuse on a winch before. I think its because the switches used are momentary switches. Once you let off the switch, the contactor releases and no power can go to the winch. You can put the 12V leading to the switch on a fuse, but if you ran it to a "keyed" circuit, which is how most are run, then it is linked to your main harness and fused in the factory fuse box.