The oxygen sensors are located in the exhaust stream(s), just fore and aft of the primary catalytic converter.
With respect, allow me to suggest that your lack of knowing where to look for the oxygen sensors, combined with your not recognizing that the suggestion is only one of many possibilities, implys that you may intend to replace parts until the problem disappears. If this is true, you may just save a ton of money and prevent a more serious problem, by just taking the vehicle to a reputable local shop.