Take the small blue wire and connect it to earth. Turn the ignition on and see if the battery light is on. If it is, then the alternator diode pack is dead or you have connected it to the "W" terminal instead of the "D+" one, if not, either you have a break in the wiring or the dash bulb has gone kaput.
If it was a fuse that was gone, you would have no handbrake light, oil pressure light or rev-counter.
The alternator earths through its mountings to the engine.