If you're talking about the High Limit thermostat, you can usually find that in the lower right side of the dryer below the drum. It'll be connected to the heating element. Assuming your dryer is a front load:
# Unscrew the back screws towards the top
# Unclip and pull off the control panel from the front
## Be sure to disconnect the wire harness before fully removing
# Remove the front screws that hold the front panel at the top
# Open the door and remove the screws in the front
# Use a putty knife or a flathead screwdriver to depress the tabs that lock the front panel while pulling it forward toward you
## Disconnect the door switch wire harness before fully removing
# Disconnect the moisture sensor wire harness from the bottom near the door
# Remove the screws on the heating element housing in the lower right of the unit (should be a silver-looking box)
# Remove the bracket and pull the heating element out
# The thermostat should be connected to the heating element.