1. Consult your owner's manual: This is the best source for the exact location on your specific vehicle.
2. Check a repair manual: A Haynes or Chilton manual for your year and model Celebrity will have diagrams showing the sensor's location.
3. Look under the vehicle: With the engine cool, carefully inspect the exhaust system from underneath. Look for a wire leading to a sensor screwed into the exhaust pipe or manifold. It's usually a threaded sensor, about the size of your thumb.
Warning: The exhaust system gets extremely hot. Always allow the engine to cool completely before attempting any work under the vehicle.
Without knowing the precise engine (2.5L, 2.8L, etc.), a more precise answer isn't possible. The above steps are your best bet for locating the sensor.