If there's no OFF switch on it, your best bet would be to simply install a wall switch beside the thermostat to manually override the thermostat and break the circuit.
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Note that the above switch has the words "ON" and "OFF" molded into it's plastic toggle so that the circuit is made when the toggle is up and broken when the toggle is down. You'd do well to ensure that any switch you buy has that feature to make it easy to tell if the thermostat is working or not.
If your thermostat is only switching 24VAC, then you don't have to wire it like you would 120 VAC wiring. You don't have to worry about electrical connectors at each box's knock outs or using the proper wire. Ordinary twisted door bell wire will do.