There's one coolant temp sensor and it's located on the right hand side of the cylinder head above the gearbox.
Very simple to remove, just a plastic horseshoe clip holding it into the housing.
Remove the wiring plug first
have the replacement one nearby ready
Pull the clip out
Quickly pull the old CTS out making sure to bring the o-ring out with it.
Fit new one quickly so as to not piss all of your coolant out onto the street.
Slot clip back in and plug back on.
Top up coolant if needed and drive.