To find it, you'll need to:
1. Consult your vehicle's repair manual: This is the most reliable source. The manual will have diagrams showing the exact location of the O2 sensors for your specific engine.
2. Look online: Search for "2005 Dodge Grand Caravan O2 sensor location [engine size]" replacing "[engine size]" with your engine's displacement (e.g., 3.3L, 3.8L). Many forums and websites have pictures and descriptions.
3. Check under the vehicle: With the engine cool, carefully look underneath your van near the exhaust manifold and the exhaust pipes for the sensors. They are usually threaded into the exhaust system and have a wire harness connected to them. Be cautious as the exhaust system is hot even after the engine has cooled.
Warning: Working on the exhaust system involves hot surfaces and potentially dangerous chemicals. If you're not comfortable performing this task yourself, take your van to a qualified mechanic.