To be absolutely certain:
1. Consult a repair manual: A Chilton's or Haynes manual specific to your 1996 Chevy Cavalier Z24 will have a diagram showing the exact location. This is the best way to avoid damaging anything.
2. Check online forums: Search online forums dedicated to Chevy Cavaliers or the specific year/model. People have often posted pictures and descriptions of the sensor's location.
Keep in mind that accessing it might require removing some components for better visibility. It's always wise to disconnect the battery's negative terminal before working near electrical components.