If you're looking at the engine, on the left side you'll see a black box, the TCM is in this box. There are 2 metal clips that hold the top cover on, they are unclipped from the bottom. I think you'll need to program the new module, plus reset the shift adaptation to adapt the module to the transmission. To remove the module, pull up on the metal tab on top of the module.
It will need to go to the dealer or to a shop that has the equipment to program the module and has the knowledge on how to reset the adaptation. This is not a job for Autozone. I'm still curious as to why you are replacing the module?
This is a shame, I can guarantee you with 99% certainty that the TCM is not your problem. You likely have a bad ABS module, which is extremely common on this model. I have replaced hundreds of these modules and maybe 1 TCM. This person at Autozone doesn't have a clue about how to diagnose these problems and is merely guessing based on a couple of diagnostic codes and general code data. Hopefully you haven't plugged the TCM in, if you do you have bought it. If not, you may be able to get your money back. Let me guess, your ABS light and/or Check Engine lights were on? Did the speedometer stop working? This is so common that there are companies that rebuild these ABS modules: http://bit.ly/8z7rcm Did you but a new TCM from Volvo? How much was it?