To find a blown bulb on a Christmas tree, you can first unplug the tree from the power source to ensure safety. Then, you can use a pair of pliers or tweezers to carefully remove the bulbs one by one until you find the blown one. Alternatively, you can use an LED flashlight or a mobile phone with the flashlight feature to shine light through the bulbs and check for any that are not lighting up. If you have a multimeter, you can also test each bulb with it to determine which one is blown.