I am assuming that you tried to force a defrost cycle and the heater would not turn on and then you measured the heater and the thermostat and found one of them no good. So you are replacing both of them as a precaution.

Here is the tech sheet in case you do not have it. It is for a PSD262LHEW but should be close to yours, I hope. It has the force defrost procedure in it.

Installing the defrost thermostat is fairly simple, just splice it in with a couple properly sized wire nuts. Then zip tie or twist tie the wires onto the evaporator coils away from heater. Face the wire nuts down so water cannot enter them. Some folks like to seal the ends of the wire nuts with silicone sealant as an additional protection against water.

Before buttoning it up I would force a defrost just to be sure it is wirking. Remember that the defrost thermostat must be frozen for the heater to come on.