The ICM is the black box in the passenger foot well area, near the fuse panel.
I would check fuse C2, which should be a 5A. If that's fine, check C19, which should be a 15A.
The headlamps themselves don't have any fuses or relays inside of them. They do have a ballast, and the solenoids though. If the fuses are fine, then check pin D13 on the ICM when the high beams are turned on and see if +12V is present, and if not, then there's an issue with the ICM or your LH column switch/stalk.
2011 Evora NA - Phantom Black | Paprika | MT | 2+.5