You'll find them in the exhaust system, usually before and after the catalytic converter(s). To be certain, you'll need to consult a repair manual specific to your 2002 Malibu's engine. A Haynes or Chilton manual for your specific year and engine will have diagrams showing the exact locations.
Searching online for "[Your Malibu's Engine] oxygen sensor location" along with "2002 Chevrolet Malibu" will also yield diagrams and potentially images from other owners. Remember to check multiple sources to confirm.
Do not attempt to locate or replace oxygen sensors without the proper knowledge and tools. Improper handling can result in injury.