The burn, and sponge tools are hidden under the dodge tool in the toolbox. If one of these was used last, it will be on top, and the dodge tool will be hidden. To find it, click on the tool which is showing, and choose the one you want from the pop-up menu.
The dodge tool will lighten the pixels dragged over according to the percentage chosen in the tool's options bar [see below]. You can choose to lighten highlights, midtones, or shadows. Each must be worked on separately; the tool does not work on all three at once.
To use the dodge tool, select it in the toolbox, choose your settings in the options bar, pick a brush from the pop-up palette, and drag in the image to lighten the chosen tones. This tool has an effect on click, but does not do any additional work until it's moved (unless you click the airbrush button). However, repeated stroking over the same area does have a cumulative effect.
If you choose Edit > Fade immediately after using this tool, you can change the opacity of the strokes you have just applied.
A shortcut for changing brush sizes while using this tool is to press the left bracket [ to decrease brush size, and the right bracket ] to choose a larger brush. Shift-right-clicking on your document while using this tool will open its Range menu next to your cursor.
Note that these tools cannot be used on 1 bit Bitmap mode, or Indexed color mode images.
The keyboard shortcut for the dodge tool is the letter O. You can cycle through the dodge, burn, and sponge tools by holding down the Shift key while pressing the shortcut letter.