where is the 3rd O2 Sensor located?

The Downstream H02S or Catalyst Efficiency Monitor is mounted in the exhaust directly after the Catalytic Converter. There will be a sensor in each exhaust pipe right after the exhaust manifold on both sides of the engine - there will be "Y" where the two pipes come together into the Cat - the sensor is right after the Cat (it usually has a blue wire shield). Why? Did you get a code for it? People don't generally change them for maintenance.

Because check engine light came on car running really rough advance Auto ran test and said 02 sensors parts 1191 and 1195 needed replacing