I'd start with the simple and obvious.
Disconnect the wire from the horn under the front hood; it unplugs easily. Check the wiring for 12v when the button is pressed, either with a meter or a 12v light bulb (every car owner needs one or the other of these). Check the horn itself by applying 12v to it while it is disconnected.
If you have a Pektron (round keyfob) system, the horn relay is on the body control unit (BCU) circuit board. It is possible to replace it yourself but most people would send it to Technozen for repair.
I'm not sure where the fuse is.