Start with the easiest system-Clip the alligator clamp to a metal part on the dash for a ground.
Insert the pointed end of the tester into the cigarette lighter receptical and check for the light to illuminate.
If the light is on, the lighter coil (part that lights your cig)is bad.
If no light, perform the same test at the fuse- both sides of the fuse. Naturally, if one side of the fuse lights the tester and the other side doesn't light it, the fuse needs replaced. But you said the fuse is ok, so you should see the light come on if there's power at the fuse.
You can check each non-working system the same way for fuse power.
That will get you started...
Don St.Clair
Culleoka Tn