where are the o2 sensors located on 99 explorer?

There should be two, but could have four. They are always located in the exhaust pipes. If there are two, one is before the cat converter and the other past it. Referred to as upstream and downstream O2S. They look like a spark plug screwed into the pipe. It has an electrical wire attached to the top. You may want to check on the internet for the procedure to test them. They are not cheap and usually not refundable

Howmuch do they cost

If you are either doing the job yourself or having someone do it for you, but you are buying the parts go to rockauto.com They are about half the cost of local chain automotive stores and probably almost 3 times cheaper than a garage will charge you for them.

The fuel pump is in the gas tank in 99 explorers.