CHECK ENGINE LIGHT STAYS ON. WAS TOLD IT WAS THE 02 SENSOR/VALVE. WHERE DO I FIND THIS? GMC SIERRA 1500

YOU HAVE OXYGEN SENSOR LOCATED IN THE EXHAUST PIPE BEFORE CATALYTIC CONVERTER AND OXYGEN SENSOR LOCATED IN THE EXHAUST PIPE AFTER THE CATALYTIC CONVERTER.

You have several 02 sensors. The code tells you which one. There in the exhaust system. If the code refers to the heater part then replace it. If its a lean or rich code then someone will need to diagnose this before replacing it.

You should have 5, O2 sensors on your Sirera. What are the DTC codes, each codes will indicate which O2 sensor needs to be addressed, or is this an answer with someone guess what the check engine light is saying.
Thye check engine light could be from a bad O2 sensor to just a bad or loose gas cap to a transmission issues.
Thank you for using fixya and note that Auto Zone and most larger auto parts store will scan DTC codes free of charge.