Saturn Repair: Saturn SC2 - Multiple problems, saturn sc2, vacuum hoses

Question
I took my 96 Saturn SC2 to AutoZone to have the check engine light test done... These are the codes it got...

P0141 - Defective Oxygen Sensor
P0300 - Vacuum Leak / Spark Plug Misfire
P1406 - Auxillary Emissions Control

I would like to fix as many of these issues as possible on my own.  Can you please advise where I would find the Oxygen sensor, how to determine which spark plug is misfiring, how to determine where the vacuum leak is and what is an auxillary emission control?

Any help you can offer would be greatly appreciated.

Thanks  

Answer
Hi well that code is a heater failure with o2 u will have to ask which one it was ore see if the one under the hood on the exaust pipe has one wire or more than one..po300 makes no sense unless the vacume leak is causeing the mis fire?po301-304 is cylinder miss fire ..does the car rev high?i thing u will have a vacume hose off from your emmision parts not sure where but the best thing is to go to the intake and follow the hoses from there htey will be vacuum hoses i cant really say where to look but 300 and 1406 most likly are in common..i wll look into possible causes but u may just have to look around