I am trying to steal the amulet/necklace from the Priestess to gain confidence of the rival thief gang to gain favour with the Shadow thieves. However on arrival in the Temple I can find no sign of the woman herself. Any advice or help would be appreciated, thank you.

I'm assuming you mean the priestess at the Temple of Talos. You have to go at night when she's asleep. It's the first doorway to your left when you enter the building. The amulet is hidden there somewhere. I'd recommend you not be caught stealing in that temple by the way.