On the Malibu the Thermostat should be if I'm not mistaken Somewhere near the Manifold it looks like a copper colored spark plug it's thin and you should be able to remove it by using a small open ended wrench after you remove the sensor wire.
Um, no. That is an oxygen sensor. The thermostat is located on the driver's side of the engine, underneath the airbox intake and throttle body. Follow the hose that comes up from the radiator and you will see a metal tube that attaches with two bolts. This is the housing. The thermostat is inside that.