You'll need to consult a repair manual specific to your 1996 Cadillac Sedan DeVille's engine. This manual will have diagrams showing the exact location of each oxygen sensor. You can usually find these manuals online (often as PDFs) or at auto parts stores.
Without knowing your engine size, providing a precise location is impossible. However, they're generally located in the exhaust manifold or the exhaust pipe near the manifold for upstream sensors, and further downstream in the exhaust system for downstream sensors. They are usually threaded into the exhaust system.