With HD's with alarm, you must have the ignition on and FOB in hand before you pull the fuse. Then, disconnect the battery.
It will have a big orange cover on the positive (red) wire. Owners manual should say where it is located (usually under side covers) but you can also follow the harness to the fuse box.
Re-connect battery connections first. Fuse will be last thing you put back, and the ignition should still be on. If the alarm does go off, which it shouldn't, just cycle the ignition switch off and then on again.
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