When you're standing in front of the engine, at the right end of the cylinder head, you'll find it. It's secured with a retaining clip and has a connector with 4 pins attached to it.
When removing it, some coolant will leak out, so it's best to have the new expansion tank ready in the other hand; you just have to be quick enough .
Let the car cool down for 2-3 hours beforehand, otherwise you might get burned fingers.
Have some coolant and water ready in case the change doesn't go as quickly as expected.
If the radiator cap is difficult to remove, open the coolant reservoir first (be careful, there may be pressure buildup).
Lightly dampen the (new) O-ring from the supplier with coolant.