We really need to know what type of engine, but if you follow the big hose from the top of the radiator until it runs into a housing that is bolted to the engine, you've found the thermostat housing. On my 2.8 L V6 it's right there front and center. Replacing thermostats is usually pretty easy. Remove the two bolts that hold the housing on, take out the old thermostat, scrape off the old gasket, put on the new thermostat and gasket (use a sealer, like Permatex #2 or it will leak) and bolt it back down. Make sure the thermostat is properly centered before you tighten the bolts. If it isn't, you could crack the housing. I've more often found that lack of heat is due to a plugged heater core than a failed open thermostat, although a thermostat is easier to fix. If the engine is hot after running a while it's not a leaky thermostat. Most thermostat failures I've seen have been failed closed, causing the engine to overheat after a few minutes of running. Do the controls work when you switch from heat to defrost? If not, maybe the vacuum line that runs the motor is broken.
I hope this question is about the engine coolant thermostat. If it is and you have to ask this, you shouldn't be allowed near a vehicle with a tool.
follow the upper radiator hose to the thermostat housing on engine. Thermostat is located under the thermostat housing.
Check under vehicle follow the fule line from the tank
Follow the upper radiator hose back to the engine, it is connected to the thermostat housing on the engine. The thermostat is located under the thermostat housing.
The thermostat in the 2002 Blazer will most likely be in the top radiator hose engine inlet, depending on the engine in the vehicle. The top hose is removed then the inlet unbolted to reach the thermostat.
These are very simple, first take off the brackets around the thermostat, (bracket for throttle cable, and riadator hose support bracket) and move them to the side, then take the two blots out of the top of the thermostat houseing,(thermostat housing is located on top of the intake closes to the front of the vehicle)pull the housing to the side and pull the thermostat out, thermostat seals with a rubber oring so there is no need for sealant.
Open the hood, locate upper radiator hose, follow the upper radiator hose from the radiator to the "gooseneck" located on the engine, the thermostat is located under the "gooseneck". The "gooseneck" has to be removed to replace thermostat.
follow the large hose into the motor where the hose meets the motor is the thermostat remove to 2 bolts carefully they get hot and cold alot so there easy to break
The thermostat is located under the elbow of the upper rad hose on top of the intake manifold.
The thermostat is located in the housing that the top radiator hose connects to, the bolts holding it on to the engine are metric.
If there is any doubt about it, just replace it, they are cheap enough.
You did not mention the engine size. Regardless, it is in the thermostat housing on the intake manifold.