Depending on the heater that you bought or installed, they so make a thermostat that does install on the heater on either end of it. This would be your easiest installation. If you do install a thermostat at another location, you will need to run two sets of 12/2 romex.
From the heater to the T-stat, you will hook up the black to black and white to red.
From the T-stat to the heater, you will hook up the black to the remaining black and the white to the remaining red.
Always read the instructions to double check your work.
Good Luck!!!

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