You need to ask them what the specific code # was, though I would just take it to autozone as they'll pull the codes for free, OR these days you can get an inexpensive code reader like the ELM327 clones on Amazon or (even cheaper on) eBay.
They connect over bluetooth to an android device, phone, etc. or get the wifi version for apple products. Older generations of Explorer used J1850 and you had to be more picky about which code readers supported it (despite many claiming they supported "all" OBDII when they really didn't support J1850), but yours is new enough it should be CANBUS instead of J1850 so the typical (most often tiny translucent blue) code readers should work on it.
Example for android then get the free Torque app for it, or you can pay for Torque Pro or better still for pay is the Forscan app which has Ford specific codes, BUT for your purposes, those codes should show up on the free version of Torque.
Again this is only for Android (or PC with bluetooth), won't work on apple products. It's from a US seller but you can probably get it a buck or two cheaper if you want to wait a ~month for it to ship from China instead:
http://www.ebay.com/itm/Super-Mini-...oth-Adapter-Auto-Scanner-Torque-/272311492477
If you want a more versatile version that also reads J1850 on older Fords, GMs, and some others, this is the most popular "sure bet"":
http://www.ebay.com/itm/Super-Mini-...oth-Adapter-Auto-Scanner-Torque-/272311492477
Not sure what is most popular for apple these days, probably anything using wifi will work on yours, but again not necessarily on J1850 based vehicles if one of the tiny, cheapest code readers.
Anyway it seems like the shops were trying to give you some kind of summary of what a code meant. An O2 sensor reading could mean it really is running too lean, or it could mean the sensor itself is bad, though I forget if a sensor fails open or contaminated if it would drift towards a too lean or too rich value.
I don't know what you've paid so far but if you're willing to DIY replace the O2 sensor, that should be cheaper than paying for more diagnostics, though too lean could be a vac leak, low fuel rail pressure, clogged fuel filter, etc though if those issues get bad enough it will eventually cause misfires and you haven't mentioned having any.
A code is accurate in the sense that a specific signal level causes one, but the cause of that signal level can be more than one possible thing on some cases, or just the sensor itself has gone bad. Get the specific code and go from there.
Sometimes I like to take the cheap and lazy 1st attack at a repair, so if all I had was an o2 sensor indicating too lean, first I would look in the engine bay for vac lines that might have come off or cracked to cause a leak, then if I didn't find any and since it's 10 years old (though you didn't mention engine or mileage), I'd figure it was about due for O2 sensors to fail and get one, whichever is indicated by the OBDII code as I don't know the # of them or location on your model year.