I've never done a thermostat on the Caravan, so I can't give you the specific location, but I can give you some decent general information. The thermostat is going to be in a metal housing that bolts to the engine, and has one of the big hoses from the radiator attached to it. You should be able to follow the two big hoses from the radiator back to the engine, and figure out which one attaches to the thermostat housing.
Generally, the job is done as follows. Let the engine cool down completely (over night is best). Drain as much fluid from the radiator as possible by opening the petcock (valve) at the bottom of the radiator, and draining fluid into a bucket. If there is no valve at the bottom of the radiator, you can remove the lower radiator hose to drain it. When you are done draining, close the valve, or replace and tighten the hose.
Next, remove the hose that is attached to the thermostat housing. Then, unbolt the thermostat housing. If it won't come off, tap it with a deadblow hammer, or use a stick to pry it off. Make note if which direction the thermostat sits in the engine. Carefully scrape away any gasket material left on the engine, and thermostat housing. Apply a small bead of RTV sealant to the thermostat housing, and spread it smooth with your finger.
Install the new thermostat being careful to put it in the same orientation as the old one. Place the thermostat housing in position, and finger tighten the bolts. Torque the thermostat housing bolts to factory specification (look in a service manual, or perhaps someone here will post the correct figure). Replace the radiator hose, and tighten the clamp(s), refill the radiator with fresh coolant. Start the engine, and watch for leaks. Top off the radiator as needed, then put the cap on, and make sure the overflow tank is full to the line.
Over the next couple of days, keep an eye out for leaks, and also top off the coolant overflow tank as needed (as air is purged out of the cooling system, it will draw coolant from the tank).