The thermostat on a 2001 Dodge Ram 1500 5.9L V8 is located on the
engine, at the rear of the engine block, near the firewall. It's typically a somewhat challenging location to access, requiring removal of some components to get a clear shot. You'll likely need to remove various hoses and possibly parts of the intake manifold for easy access.
Consult a repair manual specific to your year and model for precise instructions and diagrams. This is not a simple job and attempting it without the proper knowledge and tools could result in damage.