* For the 4.3L V6: The upstream O2 sensor is typically located in the exhaust manifold, near the engine. The downstream sensor is located in the exhaust pipe after the catalytic converter. Precise location within the exhaust manifold can vary slightly. You'll need to consult a repair manual specific to your 1996 S-10 4.3L V6 for the exact placement.
* For the 2.2L I4: Similar to the V6, the upstream sensor is usually in the exhaust manifold or very close to it, while the downstream sensor is after the catalytic converter. Again, a repair manual specific to your 1996 S-10 2.2L I4 will give you the exact location.
To find it: You'll likely need to get underneath the truck. The sensors are usually threaded into the exhaust system and have a wiring harness connected. Be careful when working under the truck, use jack stands for safety, and let the exhaust system cool completely before touching it. A repair manual with diagrams will be your best bet for pinpoint accuracy.