Follow your upper radiator hose from the radiator to the engine. It will terminate into an aluminum housing roughly the size of your fist. If i remeber correctly ther are three ( mabey four) bolts holding this housing on. Inside is your thermostat. DRAIN COOLANT FIRST! Pay attention to which way the thermostat is facing when you remove the old one. oreint the new one in the same manner.
Is the coolant loss due to it bubbling out upon over heat, or is it leak onto the ground after running or sitting for a while? I would highly recomend going to Autozone and borrowing a cooling system pressure tester ( they will show you how to use it ) You might also have water pump issues if the vehicle continues to over heat after the thermostat replacement.