On a 1996 Cadillac DeVille with the Northstar engine (small block), the Bank 1 Sensor 1 oxygen sensor is located
on the exhaust manifold, before the catalytic converter, on the passenger side (right side) of the engine. It's the sensor closest to the engine on that side.
Keep in mind that accessing it might require removing some heat shields or other components for better visibility and easier reach. A repair manual specific to your vehicle year and model would be helpful to confirm location and provide detailed instructions.
