The thermoswitch is what tells the fan(s) to come on. No experience working on Legends but I'd look for it on the thermostat housing... probably easier just to get a manual. That way you'll also know the proper torque for when you install the new one. (17ft-lbs. for the one on my civic, might be different)

To get the air out after you replace it you'll need to fill the rad. back up with coolant(50/50 mix), leave the rad. cap at the first stop, not all the way closed, and run the engine until the fan turns on at least twice. Afterwards, fill the rad. back up with coolant and then check your overflow bottle after you've taken it on a drive, you'll most likely have to add some to bring it up to the max mark.

If your car has a bleed bolt, you should open that after you've first filled it back up with coolant. If there's no air bubbles in the stream of coolant that comes out, or once there's no more, you can fill the rad. back up and start the procedure above.
You may have to be adding/pouring coolant into the radiator in order to get a substantial stream to come out of the bleed bolt, since the motor is cool when you do this and so little to no pressure in the cooling system.


edit: and yes, if the rad. and hoses are getting hot after the engine runs, the thermostat and the water pump are working. (doesn't rule out the thermostat being stuck open though)