Sorry to hear about your car troubles! The O2 sensor is normally located on the exhaust manifold near the catalytic converter.
The sensor before the catalytic converter is called the Upstream Oxygen Sensor or Sensor 1. You can find it close to the engine under the hood.
The second sensor is called the Downstream Oxygen Sensor or Sensor 2, and it is usually located close to the muffler beneath the vehicle.
If you’re looking for the O2 sensor so you can replace it, be careful not to get any oil or grease on the sensor. This is not the type of part you can usually repair, so go ahead and replace the sensor entirely—or get a skilled mechanic to do it. The part itself should cost less than $100.