The thermostat bulb is in the housing that has the coolant lines going in and out. It should come out with no force, but may be corroded in. The thermostat is brass and the housing is steel BTW. Do you have your coolant drained at the moment? If not, you will get a rush of coolant coming out the housing when the bulb comes out. Drain it first.
Also while there, check the small hex head screw to the left. It has an offset pin that when rotated, will lower the mechanism and effectively disarm the WRD operation. You would do this if the thermostat bulb is stuck in the cold position. Make sure the offset pin it is not in the position where it is pushing the piston down.
Do you know that your thermostat bulb is working?