The thermostat housing on a 2001 Pontiac Grand Am (assuming it has the common 2.4L or 3.4L engine) is located at the
front of the engine, on the lower part of the engine block, near the water pump. It's usually fairly easy to spot; it's a somewhat cylindrical housing with a couple of hoses attached (one larger than the other).
To be absolutely sure and avoid confusion with other similar parts, you'll need to consult a repair manual specific to your Grand Am's engine (2.4L or 3.4L). A picture in the manual will give you the exact location. You can often find these manuals online (some are free, others are paid).