The thermostats for 3.3 and 3.8 litr engines is located behind the radiator hose that is the highest attached to the engine. Two bolts and the housing will be loose. Note: the original thermostat was staked to housing and so the housing may need to have a small bit of plastic shaved to install the new one.
At home testing: Warm the engine for about 15 min minutes. The upper radiator hose should become extremely hot to the touch if the thermostat is opening properly. If the hose is just warm and you can keep your hand on it, replace the thermostat and refill the system first. If you have been experiencing overheating problems this will need replacing anyway and it is fairly simple.
Oh! If you remove the thermostat housing and the thermostat comes out in more than one piece, viola! It is broken you found your problem.