it's bolted into the elbow turning down at the backside of the turbo
the turbo is on the exhaust side , you prolly have a heat shield all around it
http://www.ddmcse.com/turbo/images/is_it_in_yet.JPG
see the turbo in this pic ? the oxygen sensor would be right behind the turbo ..see the yellow clip hanging there ? thats where the sensor connects . heck now that i think about it .
i have an extra one that i bought to troubleshoot .. stock from toyota is not cheap and never is