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is it all the lights or just one? also is it both high and low beam?
The fuse for the headlamps is located inside of the instrument panel fuse box, it should be under the dash on the drivers side. You'll have to bend down to see it. It should be the third fuse down in the third column from the left.
If the illumination fuse checks good then you probably have a short somewhere. The headlights on your car are directly controlled by the FAM (front area module) This module takes low current signals from the headlamp switch and turns on the headlights. It also has protection circuits that will shut down the outputs to prevent damage to the module. The easiest way to find out the problem will be taking the car to a kia dealer to have them scan the FAM for problems. If you want to try it yourself, you'll need to get a volt ohm meter and start checking wires form the headlights back to the fam for shorts.
If you find none then its a good bet that the FAM has failed.