Where is the knock sensor on a 2000 saturn sw2

It is mounted on the side of the engine block just about in the middle of the engine.

Which side side crank pulley side or other

Looking at the new knock sensor should help you locate the old one on your engine. As you look at the engine from the front, I think it's located just above the exhaust manifold. Remove the electrical connector and unscrew the Knock Sensor, using a 22mm wrench.