You'll need to consult a repair manual specific to your 1995 Dodge 2500's engine (Cummins 5.9L, likely) for the precise location and detailed instructions for replacement. Pictures in the manual will be invaluable. A general internet search for "1995 Dodge 2500 Cummins thermostat location" with images may also help you visualize it.
Because of the location and potential difficulty of access, this is usually considered a job best done with the engine somewhat cool, potentially with the assistance of a mechanic if you are not comfortable working on your vehicle.
