It's pretty easy to check the fuses, each of the fuseboxes has a legend inside the cover that tells you which fuse goes to what. There's a fuse box under the hood and one under the driver's side kick panel I'd remove and inspect the fuses you think may be the issue but the lights on the HVAC controls aren't always synonymous with the system working or not. Case in point, I don't even have an AC compressor let alone condenser or any of the other necessary equipment on my S14 for air conditioning, but the AC light still illuminates when I press it on the HVAC controls.
I'd start trying to comb through the system. This site hosts the FSMs for our cars and I'd begin by downloading that and reading up.
https://www.nicoclub.com/archives/use-n ... abase.html
I'll even link you to the exact document in the FSM to troubleshoot your very issue;
https://www.nicoclub.com/service-manual ... _HEAT2.pdf
It shows some good flowcharts for walking through how to test individual components. At some point you're going to need a digital multimeter and the ability to test the refrigerant pressure in the system as well.
Best of luck.