Where does the purple wire coming from 02 sencor go to

red ti hot.should be the biggest one..small to ground

Hey Hugo, found this info. purple wire. I hope you don't need help with all 38 wires? autozone.com has free wiring diagrams, just register your vehicle and click on vehicle repair guides, find the link for wiring.
C1 is blue connector, c2 is black connector
c1-35 goes to brake switch
c2-61 goes to vss, vehicle speed sensor
c1-59 goes to datalink connector
c2-22 goes to pre converter 02 sensor

have you scanned the computer for codes

most likely throttle pos sencor

what code comes back

We have no wiring diagrams here at fixya due to copyrighted material from Mazda.

If you know the motor is OK then move on to the Temperature sencor one is the coolant temperature sencor and one is simply for the gage or liite ground the wire to see if the fan comes on if it does then replace the coolant temp sencor this should fix it if it doesn't then find the relay if I remember correctly itis in a black box in the top of the radiator area under the plastic coverjlelandthomas

yes the speed sensor controls the speedometer and odometer and they are electrical no more drive cable installed

Check for a 5 volt reference signal at the wiring to the knock sensor. With key on engine off one of the wires to the sensor should have 5 volts.

Ask the schematic finding experts -
They will get it for you.

http://manualfox.com