The Expansion Valve is mounted close to the Evaporator, high pressure side, with copper tube. You have to make sure the AC system is evacuated properly before working on it.
You have to verify the compressor is working. If not, the problem could be with the compressor clutch, AC Relay, Triple Pressure Switch (on top of Liquid Tank or Dryer) or the overheat switch in the compressor itself. If the compressor is engaging, then you need an AC Manifold Pressure Gauge to measure the high and low pressure side. Without the manifold gauge, it will be a guessing game and parts may be replaced needlessly.Such gauge can be rented from Autozone and the likes.
Refer to the link below so you can be more systematic in diagnosing the problem. Page HA-12 gives the layout of the AC system while pages HA-24 & 27 give diagnostic procedure for NO COOLING problem. There is also a built-in diagnostic available for your AC system.
http://www.nicoclub.com/FSM/maxima/1999/HA.pdf