To be certain, you should:
* Consult your vehicle's repair manual: This will have the most accurate location and diagrams.
* Look at the exhaust manifold visually: It's usually a threaded sensor, and relatively easy to spot. Follow the exhaust pipe from the engine; the sensor will be in the manifold close to where the exhaust pipe begins.
Be careful when looking; the exhaust manifold will be hot if the engine has been running recently.