I can’t find my O2 sensor on my 4.0, no codes show on the code reader in the car, but I have a check engine light on and most suggest O2 sensor. Can not see it, must it be on a lift to locate it?

 

You can't display codes with the engine running or with key removed from ignition/switched off. With the ignition on, press the VCM button. An FF code number should appear.
The O2 sensor is in the pipe just aft of the manifold/exhaust joint. On top. I wouldn't do anything with it untill you see a code displayed because there are many reasons for a check engine light, a failing oxygen sensor is just one.