2009 Clubman Non-S

Check engine light came on. The mechanic told me my o2 sensors were shot. My wire guide had broken, and the sensors got loose and were frayed/broken.

So I go to my BMW dealership to get all the part numbers. Then order the two o2 sensors from AutoZone (since it's a Bosch and NTK part). However, all the videos I watch of people replacing their oxygen sensors, I haven't seen a single reference to any kind of wire guide so I don't even know where to find it.

The part number for the wire guide is 11-78-7-566-136. I don't know where this part is on my car, or if I even need to replace it alongside the o2 sensors. Any help would be much appreciated

Edit: This is my first post here, please let me know if I need to edit tags, location, or any type of formatting rules I missed