Failed the local sniff test, due to a bad O2 sensor. I'd rather not replace all the sensors ($$) if they are not all bad; can a sensor be tested at Autozone to see if it's bad?

Thanks,
CW

 

Is it not throwing a code?

 

I feel like a dummy; talked to auto parts dude; he said he could check the code and it would ID which sensor was bad. Folks at emissions testing center were of no help whatsoever; said car failed emissions test, but could not/would not tell why the car failed. I deduced later that there must have been a code. (I did not take the car in; it was my son's car and he was driving).