How Do I Wire A Double Pole Thermestate To A Baseboard Heater Using 12/2 Wiring.

The feed will connect to the two LINE wires or terminals on the thermostat, and the wires going to the heater will connect to the LOAD on the thermostat.

You are allowed to use two wire cable with ground, but since the wires are now used for 240 volts, you need to color code the white to some other color, black electrical tape is fine.