I got this old AC carrier 40AQ024330EH. When I tired to change thermostat,
It seems fuse got blow out. I open the box on AC, can't find
Fuse at all. Can anyone help me out here. Thank you so much in advance

Here is your manual with associated wiring diagrams.

http://www.docs.hvacpartners.com/idc/groups/public/documents/techlit/40aq-17sim.pdf

Thank you for your input. I have that. But Still don't know where to find the fuse

I have the following pics from control box(I think) attached.
Any idea where fuse is?
Thanks

The wiring diagram does not show a fuse so your unit might not have one for the low voltage. Check to see if the transformer is putting out 24 volts if so trace the circuit down to find the defective part OR if it is not putting out 24 volts then you will need to check to be sure line voltage power is available to the transformer. If line voltage is available and no low voltage is available then the transformer might be defective.

Thank you so much. Sounds I got real trouble.