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There is slim to no chance that the O2 sensor is causing the no start condition. Generally, a no start condition is caused by either a lack of power from the battery, no fuel or no spark.
To check to see if the fuel pump went bad, get a can of starting fluid. Remove the tubing from the throttle body and spray a small amount into the throttle body. If the car starts the fuel pump is probably bad. If it doesn't start then you will have to find the problem with the ignition system.
The problem with the ignition system could be the crank position sensor, cam position sensor, ignition module or the engine computer. If you have never changed any of these you may want to get the car towed to a mechanic and have them check things out. By the way did the Check Engine Light come on before the car died?