I've not seen this description in browsing the forum, although I am sure it's somewhere. I figured perhaps a dedicated thread heading might be useful.

Remove the O2 sensor plug (#1 or #2 upstream or downstream). Look for the 2 BLACK wires on the sensor. Take your multimeter set to check resistance and place red lead on 1 black wire connector in plug, black lead on the other connector from remaining black wire. If there is no reading, the sensor is cooked. Replace it.

 

I'll clarify resistance = set multimeter on the 200 ohm setting for testing.