I am almost certain that the check engine light only goes on if error/problem exists in the codes you can check with the car's built in switch by the battery . I have some constant codes on pins 8 & 14, but check engine isn't on. I know check engine light works though as it turns on (with all the other dash warning lights) when the key is in acc position.
you have one 02 sensor, it is under the front passenger area ... it screws into the exhaust piping before the catalytic converter and plugs in under front passenger floor mat .... just changed mine a few days ago
However, according to this link those code are for things other than the 02 sensor
http://www.peachparts.com/shopforum/showthread.php?t=107630&highlight=ledtool