Odds are they sold you the wrong one.
Technically it should be a CHT sensor, and it's below the intake runner closest to the passenger side just about besides the alternator. PITA to get to. far as I know removing the manifold or alternator and bracket makes it much easier to replace.
But being this is a cooling subject I'd guess your having overheating problems that you just can't track down. Nine times out of ten it's the Engine Cooling Fan Resistor, they bugger turns the fans on, not the CHT sensor.