In 4 dimensions and using the coordinates $(t,x,y,z)$ on $\mathbb R^4$ one can write
$$
F :=\frac{1}{2}F_{\mu\nu} dx^{\mu} \wedge dx^{\nu}= \\
B_x dy \wedge dz + B_y dz \wedge dx + B_z dx \wedge dy + E_x dx \wedge dt + E_y dy \wedge dt + E_z dz \wedge dt$$
which is equal to to $F =dA = ( \partial_{\mu} A_{\nu} ) dx^{\mu} \wedge dx^{\nu}$.
We need to apply the Hodge star operator * on the basis $(dt, dx, dy, dz)$ of $\Omega^1(\mathbb R^4)$, i.e.
$${\star dy} \wedge dz = - dx \wedge dt ,\quad {\star dz} \wedge dx = -dy \wedge dt,\quad{\star dx} \wedge dy = - dz \wedge dt ,\\
{\star dx} \wedge dt = dy \wedge dz,\quad {\star dy} \wedge dt = dz \wedge dx,\quad
{\star dz} \wedge dt = dx \wedge dy, $$
(in 4 dimensions applying the Hodge star operator to a 2-form one arrives at a 4-2=2-form) obtaining
$$\star F = - B_x dx \wedge dt - B_y dy \wedge dt - B_z dz \wedge dt + E_x dy \wedge dz + E_y dz \wedge dx + E_z dx \wedge dy$$
Now we need to apply the exterior derivative to each term of $*F$. We arrive at the sum of 12 terms which can be grouped into 6 3-forms; we finish by proving that $d*F=0$ is equivalent to $\partial_\mu F^{\mu\nu}=0$, for all $\nu=1,\dots,4$.
A caveat has to be said here: $d*F=0$ is an equality in $\Omega^3(\mathbb R^4)$ where, by construction, $d*F$ is the linear combination of the 4 linear independent 3-forms
$$dt\wedge dx\wedge dy,~dt\wedge dx\wedge dz,~dx\wedge dy\wedge dz,~dt\wedge dy\wedge dz $$
which are a basis of $\Omega^3(\mathbb R^4)$.
The equality $d*F=0$ is then satisfied if and only if the coefficients of these 4 3-forms are all equal to $0$ by linear independence. We are left to prove that this last condition is equivalent to the scalar equations $\partial_\mu F^{\mu\nu}=0$.
We apply the exterior derivative operator $d$ to $*F$; all we need is to properly group all terms; we obtain (shortly)
$$d*F = (\partial_y B_x -\partial_xB_y +\partial_t E_z)dt\wedge dx\wedge dy +
(-\partial_z B_y +\partial_yB_z +\partial_t E_x)dt\wedge dy\wedge dz+\dots
$$
and similarly for the remaining contributions. A quick check shows that the coefficient of $dt\wedge dx\wedge dy$ is the sum
$$-\partial_\mu F^{\mu4},$$
while the coefficient of $dt\wedge dy\wedge dz$ is equal to
$$\partial_\mu F^{\mu2}.$$
The remaining cases are similar.
EDIT
This more recent answer is related to the OP and contains additional computations