Well each lambda has a built-in heating element/ circuit that enables the sensor to work properly. Although the ECM chooses when to complete the circuit, I'd imagine it's on a lot of the time. If you check out the wiring diagrams, you'll be able to trace the wiring/ colours and make sure all is good.
For reference, from my own deciphering of RAVE-
Plug C507 (centre one on the ECM)
pin 32 - Red/black wire is the o2 sensor ground.
pin 33 - Blue wire is bank B o2 sensor signal, to ECM (This wire is the correct one for the upstream sensor, but RAVE lists it as being for the downstream NAS one)
pin 34 - Orange wire is bank A o2 sensor signal, to ECM.
The lambda sensors should switch from 0v-5v, not give a steady reading which you can see with the multimeter.
The above was correct for my '95 GEMS-fed car, later Thor systems are totally different.