its under/near the throttlebody..its got a hose going to it and it has 1 bolt holding it down..
You probably wont be able to get it off.. If it was never changed since new (like my mums vn) it can be very difficult to remove as it kind of welds itself to the block. we ended up giving up as we didnt want to break it, we tried everything screwdrivers, crow bars and we had no luck..
My vn on the otherhand took a bit of wedging but it did come off without breaking.
In a nutshell.. Its a device that blocks the flow of coolant until your car hits a certain temperature then it opens and allows the coolant to flow.. They put these in cars to allow them to get to operating temperature quickly to save fuel. On most older cars they are stuck open meaning it takes longer to get to operating temp and poor heater temps... Also the car uses a bit more fuel, as the ecu dumps more fuel on a cold engine.