The oxygen sensor should never be welded on. The oxygen sensor will need to be screwed into the exhaust pipe, or exhaust manifold. On late model vehicles an oxygen sensor will be located before and after the catalytic converter (used to measure catalytic converter efficiency).
Dielectric grease may be applied to the oxygen sensor prior to installation. Dielectric grease is electrically insulating and does not break down when voltage is applied. On its use for oxygen sensors it allows for the sensor not to seize onto the exhaust section it is mounted on.
