This is just a quick demonstration of how a fuse works. I'm going to use this six volt battery pack, and some steel wool. This is very fine wir. Basically a fuse is just a piece of wire that is designed to melt if the current gets too high.
I'll take some of this steel wool; it will simulate the fuse. Spread it out put it on this fire proof platform and just touch the leads to it and see what happens. See, it catches fire almost immediately. Obviously this is not something you want to play around