How do you find the thermostate located at on engin?

The thermostat housing is where the top radiator hose connects to the engine. It may have a coolant temp sensor in it as well, it has a wire plugged into it. Replace them both.

The water pump is located on the passanger side of the engine. Look right below the timing chain cover and there is a pully and belt on the water pump. You will have to remove the water pump and thermostate together then seperate them after you get them off the car. I would recommend replacing the thermostate also (cheap fix). You will have to remove the belt and pully before you can remove the water pump. Hope this helps....

you might need a new gasket

2003 saturn vue, we dont have the engine size, the codes should be and are the same, po 128 means; cooling temp is out of spec, make sure the coolant is full, then replace the coolant emp sensor and make sure the connection is good, i would also replace the thermostant, this is a common code on these and most of the time its the coolant temp sensor or thermostant, ive learned to replace then both to avoid future engine lights with code po128. next we will check the code # po421, this code is that the computer sees that the cat converters are taking to long to warm up, code po 431 is also the same as po421, this code is related to the thermostant and sensor, the sensor give the computer the wrong temp readings and then the compuetr thinks the engine is hotter than it is and thinks the converters should be also hot like the motor but the coolant temp is giving a false reading, if you replace the coolant temp sensor and the thermostant and fill coolant , then reset the light and you will solve the problem, i hope this is helpful, also the sensor is located to the right of the engine if you are standing in front of the motor, heres a picture of the sensor, remember to check connector heres a pic of the connector, good luck.

follow the top radiator hose to the engine....your thermostate is located at the end of hose...take that end of hose off and thermostate is screwed into engine unscrew and take out .

You're going to lose some coolant, so have a bucket or other container ready. Follow the upper radiator hose to the point where it's connected to the engine. The hose is clamped to a metal housing which is bolted to the engine. Remove the bolts (not the hose) and lift the housing to expose the thermostat (may require a little prying with a screwdriver or similar tool). Note how the old thermostat is fitted (which end is up), lift it out of the engine, and then remove all traces of gasket from the housing and the engine. Install the new thermostat and gasket, replace the bolts, add coolant as necessary, and you're done.

The drivers side of the engine block behind the alternator. It is not necessary to remove the alternator to replace the thermostat. You will have to remove the ecm.

on the drivers side of engine below the water pump drive belt the upper rad hose is attached to the housing that it is in

You have one and you can locate it by following the tope radiator hose to the engine. The housing that the hose is connected to the engine is called the thrmostate houseing and the thremostate is located in it. 
Remove the hose and the two bolts holding the housing down to access the thermostate. Clean the two serfice before reinsatlling the new thermostate and replace the gaskit if needed. 
Just dubble check with the procedures and any additional parts, at the parts store. Ther have all the how to do it your self for any repairs needed to be done. 
Good luck and hope this helps.

If it's not up top it's behind the lower hose. I know it's behind the lower on the 2.7 litre motors.