If near the batteries, the fuse might be an inline fuse or it could be a breaker like the ones with a button.
I am not sure if your problem was coincidental or happened as a result of using the windlass. It is possible that you have a bad connection somewhere. The first thing I would look at is if there is power at the pump. If you follow the wires at the pump, you should be able to find where they connect to the harness. There may be two connectors on the pump unit. One with two heavy gauge wires is the feed from the batteries. The connector on the harness should have 12v or so across the two wired pins in the connector. That 12V usually comes from the battery area and should be switched by the main battery switch.
The second connector on the pump should be the control signal. That should have 12 volts on it when the motors are powered ( they don't have to be running). That wire should be a smaller gauge. If you have juice on both connectors but nothing happens when they aye plugged in and power is on, the pump may be bad but it could still be a bad connection. To tell you need to measure the voltage when the pump should be running. That can be tricky depending on what type of connectors are used.. I am basing my suggestions on the assumption that you have a Seastar power assist pump.
Try selecting the BOTH position on the battery switches toy see if that makes a difference.
By the way, does your windlass still work normally?