Open the glove box and find the little latch hook that looks like a metal "U". (it's located in the center) About 1 inch further back (deeper inside) then that there is a small square hole with a white plastic piece inside. The light bulb sits behind that. As others have stated it only clicks on when your lights are on. You'll have to remove the glove box itself in order to change the bulb.

Not sure how helpful this will be but here it is lit up...