Huh?
A blown fuse has no continuity between one side and the other, thus, an open circuit and no lights.
If left in the fuse box attached to the vehicle circuitry (as the earlier poster suggested) yes it can. To all of you who disagree re read the responses. Of course if you remove the fuse from the fuse box ans test it it will for sure be open, but that's not what we're talking about here. We're talking about testing it in place, in the fuse box! You most definitely can get a false positive depending on what circuit it's attached to and what the resistance is. This is why only a voltmeter or test light should be used when testing without removing the fuse.