Follow the hose from the bottom of the radiator, the thermostat is behind the plastic flange it connects to. It has no electrical connection, it contains a lump of wax that expands & contracts with coolant temp.
To test if it is working, run the car from cold and feel the lower hose. It should stay stone cold till the temp gauge gets to about half way. If it gets lukewarm straight away, its stuck open/missing, if its still cold when the gauge gets to 3/4 its stuck shut.
The fan should kick in around 3/4, so check this as well!
