Well they look like a piece of wire, but they usually have a small rubber (part of the wire) tag that says fusible link most of the time. You can tell the unmarked ones again "usually" since they will generally have only a short distance between plugins. When they blow you can feel the wire and it will be very soft and feel like there is no wire inside........ because there isn't any any, it melted. Most fusible links are close to the battery or in some cases next to the component they are protecting.
