Fuses are easily checked by pulling them one at a time and looking at the
fusible element through the transparent plastic case.  You might need to buy
a cheap fuse puller to make it easy to pull them out.  They also make an
inexpensive fuse tester that can be used to test the fuses in place.  You
can find these items at almost any car parts stores like Advance and
Autozone.

If your blower is running on all speeds it's very unlikely that the resistor
module is needing replaced.  The location of this thing on your machine is
likely under the dash near or at the blower motor.

If the engine temperature was showing high at the time you smelled the smoke
there are a few possibilities.  One of them is an abnormal current flow from
a component or wiring failure (source of smoke) through the ground circuit
that serves the temperature gauge.  This is pure speculation on my part.  If
whatever failed finally burned out the high current would have stopped, the
smoke would have stopped, and the gauge would return to normal.  Might not
be any of the above.

Have you noticed any other electrical items that are no longer working
properly?

If there are no clues as to the source of your smoke a physical inspection
might turn up where the problem is.  Look for discolored wires or wires with
partially melted insulation.  Looking for something like this is a real pain
in the butt, because access is sorely limited under the dash area.