2004 Volkswagen Passat

Engine Performance problem
2004 Volkswagen Passat 4 cyl 57,000 miles

some kind of oil is going into the coolant reservoir
oil level is ok.
i was told to replace the oil cooler.
if so, where is the oil cooler located is it where the oil filter attached to?
can this be done by a garage mechanics?
is there any other things needs to be done before or after replacing the oil cooler?
thank you!