Do I have to mount the sensors in the dark because it says "Protect from light" on the packing?

No, you can integrate the sensors under ambient / artificial light. However, minimize the exposure time to below 1 h and avoid any sunlight. (A typical normal bright working place with artificial light has about 400 Lux while close to a sunny window you get 10000 Lux.)

Note that oxygen sensors are less sensitive to light exposure.