remove it from the stub axle (undo the allen key & pull / twist it out)
WD40 makes it a bit easier. remember - you can f*ck it up to get it out since you're replacing it.
unclip the wires until it disappears inside the body shell
working inside the car lift the rear seat squab & 'see' the only wires that go out to the outside world, disconnect & push through.
poke the new sensor's connector through from the outside, clip in & lube up the sensor when you locate it
lambda sensor is even easier. - just unclip & unscrew.
remember to fit the new sensor before clipping it in or it'll all be twisted up!