you can weld a bung on a pipe and pass the gas thru it just like exhaust gas would. or you could simply blow the gas across the sensor (it's in a bottle like an co2 tank would be) but not as accurate since it is full open air.
not sure where you could get it in your area, but look up specialty gasses in your phone book/online.
i'm sure there is another way (cheaper and easier) that involves a more readily available gas with a known lambda. but for pure accuracy a calibrated gas is the only way i know.
or, you could pick up another sensor. you can get them for $50-60 now. see if you get the same results. plus you'd have a back-up sensor.