Some do, some don't - if it's fitted it'll be "behind" the flywheel - it's actually in front of the flywheel when you consider front & rear of the vehicle, but you have to remove the flywheel to reach it.
OBD-II vehicles for the North American market will have them, OBD-I vehicles apparently don't (mine is a 98 OBD-I and does not) - if I'm correct, the Sidekick Sport was a North American market only vehicle (I've often wondered how you got one in Iceland), which would make it an OBD-II - you may have to run with the J20A ECU.