It's a series of LED's in the wing mirros so for one of them to go I'd ***ume it's an individual component. However I'm not aware of there being any extra fuses just for the mirror indicators. From memory (it's been a while and it wasn't a Honda) when an indicator bulb goes the remaining bulbs flash quicker. I ***ume this isn't happening with the wing mirror indicator not working. I also ***ume that the power adjustment and folding aspects work fine? It's a fairly quick job to remove the wing mirror but getting to the plug is a bit of an ****. But if you can be bothered you can always check the connections and see if they're getting any power, when the indicators are on. If so then it's a good bet that it's internal to the mirror. If not then it's something further up-stream.
p.s. this is all based on the facelift model I ***ume the earlier models are the same.