Each sensor has a pony tail that is about 12" to 14" long. Start at the sensor and trace the wire back. You will find a plug connection, pull the rubber locking tab back and separate the male and female connectors. The front cylinder 02 sensor plug is hidden behind the voltage regulator. You will need to remove the regulator to get to it. The back cylinder plug is located behind the oil tank. You will need to remove the seat and maybe remove the battery to find the connector.
Unless you are willing to tear the bike apart to get to the 02 sensor plugs and unplug them both, it will be impossible to remove the exhaust header to the bench with the sensors in the pipe. There is a crossover pipe joining both the front and rear head pipes that will not allow you to remove one pipe at a time, in theory you can but it's a real b*tch. So, you should unscrew both sensors to remove the head pipe as an assembly. This will save you hours of time and a few busted knuckles.
It is easier to purchase the 02 sensor tool (about 10 bucks), remove the sensors then the remove the head pipes. This tool looks like a spark plug socket with a open slot down the side for the wiring.