If the headlights are working then the problem is not the fusible link.
If the headlights are not working, the first challenge is determining if there is a fusible link and where is it.
This John Deere parts diagram shows a fusible link as part #39
John Deere - Parts Catalog
The fusible link will look like a loop of wire with a plug in connector to connect it to the wiring harness.
This is a picture of a Kubota one but your's would be very similar.
The fusible link is the loop of wire. The insulation will be intact but the wire inside will be melted if it has blown,
To test it remove it from the tractor and test for continuity between the two terminals on the connector.
Don't replace it with a piece of wire unless you are looking for a fire. You could put an inline fuse in the circuit while trouble shooting why the link blew and then replace it with a new one from Deere.
Plse advise re headlights
Dave M