These tests are designed to show if a fault is due to a knackered sensor or a dodgy wire. 

Air Mass Flow sensor: 

This sensor will be found in the air stream between the air filter and inlet manifold. A flap is connected to a potentiometer which will produce a voltage depending upon the position of the flap. 
This sensor can be checked by using a probe to find the output pin. This voltage should be in the range of 0v and 3.5v when the ignition is on. 
If the sensor is operational there should be a smooth increase in voltage with increasing revs. 
 

Coolant Temperature sensor: 

This has only the one wire and is usually found in the water pump area. This sensor can be tested by measuring the resistance between the sensor terminal and earth, with any wiring disconnected. 
When cold, resistance should be around 3-5 Kohm, and 300 - 400Kohm when hot. 
 

MAP sensor: 

The map sensor is found mounted in the manifold and has a vacuum line connected. A voltage should be seen coming out of the sensor and it varies with manifold vacuum. a smooth increase in voltage should be seen with increasing revs. 
 

Oxygen / Lambda sensor: 

The Oxygen sensor is mounted along the top side of the exhaust downpipe. It has three wires and a multi-plug located near the brake servo. two white wires are for the heater and are 12V and ground. The third is a voltage output and a very small voltage ~1V will be seen to increase with increasing revs. 
 

Throttle Potentiometer: 

This is located in the inlet manifold and a multi-plug connector should be seen containing three wires. 
Two will be connected to each end of the resistive track, and the third will have a varying resistance with varying throttle position. Check the smooth resistance change against this third pin and ground, any jerky jumps or lack of movement indicates a sensor fault.