O2 sensors can be found on the exhaust before the cat and some newer cars have 2 of them before and after the cat. Some cars can have up to 4 O2 sensors if they have dual cats. Just look under car follow pipe and you will see it on top usually it has a cover or some type of sheilding on it.

If you would give car type it would be easier to give you more specific info.

Anthony Bridges