It's built into the radiator. Set the transmission fluid to the correct level, and check when the engine is running and in N or P. If you check it with the engine off.. the level is going to be very high.
I believe there is a transmission diagnostic you can run to diagnose it. Likely if it's slipping then you've got a clutch pack going out. What gear does it slip in?
Either way, if it's the clutch packs, it's going to be rebuild or new/used transmission swap. Or 5 speed swap..