Viewed from the driver seat, the sensor is located, as Steve correctly states, within the thermostat housing on the left side of the engine.
The sensor will typically have a green housing. Advisable to replace the seal at the same time and strongly suggested to use genuine parts - our experience of third party components suggests inaccurate readings and poor fit. Test and adjust the coolant strength accordingly and run the engine to operating temperature to ensure there are no leaks and the gauge reads true.
blue skies
tony