Where is the O2 sensor and how do I replace it?

It should be located :Under hood, driver side, lower engine area, below exhaust manifold flange, mounted in exhaust pipe .

Click on the link for instructions .

https://www.2carpros.com/articles/mitchell1eautorepair-car-repair-manuals

i am working on a 2003 F250. i am pretty sure you are going to be doing your work on the floor like me. The driver's side is easy, the passenger side is not. You only have two sensors. mine is rusted in place and access is very difficult. The best way to get at that sensor would be to drop the two into 1 exhaust pipe. There are three connection points but if yours is like mine they are probably pretty rusted out. good luck.

Thanks for that addition.

I am attaching some info from the manual but here is a guide that will help with this as well:

https://www.2carpros.com/articles/how-to-test-an-oxygen-sensor-02-sensor

https://www.2carpros.com/articles/how-to-replace-an-oxygen-sensor

Below is the info from the manual in case others need help on this.