The O2 Sensor is located on the Exhaust Pipe between the Exhaust Manifold and the Muffler. It will have a wire harness attached to it.

The AC, when activated, will send a command signal through the ECM/PCM or BCM to the AC Side Radiator Fan Motor to come on. If that signal is not present at the Motor, then you have to seek out another issue, other than the fan. If the signal is present, and you have a good ground on the motor, then you have a faulty motor. You should be able to hear the AC Compressor engage to help in your troubleshooting.