Assuming your car is LH drive...

You have to remove the side trim from the LH side of the console.
Then you have to remove the under-dash shield.
Then look straight up above the gas pedal and the sensor is stuffed into the LH side of the evaporator box.

There isn't much showing when it's installed in the air box besides a couple wires running to the connector.
Note how the connector is oriented - this is important.
Pull the sensor out - it's a friction fit. When you reinstall it be sure to get the connector clocked the same way the old one was as the cold air needs to flow through the sensor loop in a certain direction. If you look closely at the loop you'll see what I mean.

Here's what it looks like when removed: