The coolant temperature sensor is located on the rear side of the engine (see diagram below).
Replacement of the sensor is simple. Just unplug the harness and unscrew the sensor from the engine.
Remember to only work on the cooling system when the engine is cool.
Here are couple of articles that you might find helpful:
Repair Safety Notice: This information is for general instructional purposes only. Vehicle repair can be dangerous. Verify all information, follow manufacturer service procedures, use proper tools and safety equipment, and consult a qualified repair shop when needed.