The diagnostic connector (often called the OBD-II connector) on a 1996 Saturn is typically located
under the dashboard, on the driver's side. It's usually near the steering column, but its exact location might vary slightly depending on the specific Saturn model (SL, SL1, SL2, SC, SW etc.). It's a 16-pin connector.
You may need a flashlight to see it clearly. Look carefully around the area; it's often tucked away in a somewhat hidden spot.