The thermostat will always be in the metal housing at the base of the upper radiator hose should your machine be equipped with one. I've seen some that dont have thermostats. NEVER NEVER NEVER run a machine without a thermostat in a system designed for one.
There are a few things you can do.
1. take a heat gun to the upper radiator hose and make sure your gauge is reading right. Anything over 210 is not good for a diesel engine.
2. Blow out your radiator fins with compressed air (40 or 50 psi) then use a spray nozzle and finish hosing it out with a garden hose. Radiator fins could be clogged with dust and mowing chaff. Check your air filter too.
3. Replace the thermostat if it has one and the temp is still high.
4. Go to a local auto parts dealer that sells a block test kit. Check for combustion gasses in the coolant. If the blue fluid turns yellow, be ready to pull the head off.