Your truck has four O2 sensors total. There is one on either side close to each exhaust manifold on the y-pipe. These two are the upstream (B1S1 & B2S1) sensors. There will be one directly ahead of the catalytic converter and another directly behind the catalytic converter. These two are the downstream (B1S2 & B1S3) sensors. Here is a view showing their locations:
I believe that the heaters in each O2 sensor are powered by the ENG fuse which also powers some of the circuits in the PCM amongst a lot of other things. There are no relays for the O2 sensors.
Here is a fairly comprehensive wiring diagram for the engine controls: