The O2 sensor in question is on the passenger side exhaust pipe before the cat converter.
There is a 4 pin connector plug that plugs into the o2 sensor as shown in the diagram below.
One end of the cable leads back to the PCM.
You unplug the connector. Set the meter to read DC volts. Turn the ignition On.
On the plug end that goes back to the PCM place the Black test probe on Pin C the Black wire and the Red test probe on Pin D the Brown wire. You should measure 12 volts.
The same 12 volts is used by the other two O2 sensors so it's unlikely you won't measure 12 volts.
If no 12 volts verify the Oxygen Sensor fuse located in the passenger side end of dash fuse panel is good.
Turn the ignition Off.
If the 12 volts is there the only thing left to verify is if the o2 heater filament is Open.
Set the meter to read resistance/ohms. Place one probe on the plug going to the o2 sensor on Pin C and the other probe on Pin D.
Should read a low resistance like 6 ohms. If you read infinity/open the heater filament is bad and the o2 sensor needs to be replaced.
If you're not mechanically inclined purchase a new o2 sensor and take it to an exhaust shop and let them install the sensor. Sometimes a torch/heat is needed to get the old sensor out.
Make sure when you are done you secure the wiring harness so it doesn't get damaged from the heat from the exhaust.