Im the exhaust pipe.
If it is anything like the '96 Grand Am, it is located under a cover between the engine and firewall. The cover has 3 bolts in it. Remove the bolts and the cover and you will find the O2 sensor (front - the other is just after the catalytic converter.) You will need a 7/8" wrench to remove the part.
I own a 96'' grand prix 2 door myself and had to find it myself it's located under the air filter box right underneath there are to lines with 2 black caps one is for cold and ones for hot to recharge it's the smaller line port with the smaller nozle. You can recharge it yourself just go to walmart to the automotive section and look for a tall can with a hose and gauge connected to it the directions are on the back of the can hope I helped a little.
Not sure about the Corsica, but I know that there are unique differences in some of the parts between a 94 and 96 Grand Am. I was told by a salvage yard once, that the engine in a 96 Grand Am is different than that of any other Grand AM. To summarize, I was thinking of buying a used engine for my 96 and the salvage yard told me that the used engine would absolutely have to come out of another 96.