You mean the thermocouple i assume...find the gas line coming in...this should come into the gas valve...then on the bottom will be a small metal tube...that goes into the burner chamber..follow it.
If it needs to be replaced, just pop out the old, go to (***your favorite***) Hardware and get a replacement, and pop in the new. Some just "pop" in and out like that...some you will need a wrench for. The end on the gas valve almost always takes a wrench to remove. In fact, I hate to say always, but I can't think of ever seeing one that just came out freely on that end.