02 sensor is mounted on the exhaust pipe below the exhaust manifold, it comes with a pigtail that must be protected, disconnect the negative battery cable, disconnect the sensor and replace it make sure not to contaminated the new one. for visual aids sent your request to sinautoscan.com/forum
It will be much easier to replace if you go the local parts store & buy the O2 sensor socket. It should cost about $10 & could save you a lot of trouble. It has an opening on the side of the socket to allow the wires to go through. O2 sensors can be very stubborn because they sit in the hot exhaust under the car which causes rust. If you can't get it out warm up the car first. The exhuast will be hot but the sensor should come right out.