Oxygen Sensor

i own a civic SiR. from where i come from, it is a 4-door sedan with a b16a engine. when i installed headers on my engine, we found out that there is no oxygen sensor. if i install one, will this improve engine performance? what materials do i need and where will i connect it?

there's an O2 sensor. you just havent found it. it's possibly installed back by the catalytic converter.

unless of course there was one installed, but someone cut it off.