We present the results of a survey of interstellar O VI absorption in the Milky Way towards 70 stars in the Large Magellanic Cloud (LMC) obtained with Far Ultraviolet Spectroscopic Explorer (FUSE). The integrated MW O VI column densities log N(O VI) is found in the range from 13.68 to 14.73 with mean 14.29\({}_{-0.09}^{+0.07}\) atoms cm\({}^{-2}\). The O VI exponential scale height is found to be 2.85\(\pm\)0.7 kpc. O VI column density is observed to correlate with the Doppler parameter b. The O VI velocity dispersion range from 16.99 to 80.69 with average value of 45.32 km s\({}^{-1}\). These higher values of velocity dispersions reveal the effect of turbulence, multiple velocity components and collision on broader O VI profiles. There is a significant variation of O VI column densities on all scales studied (0\(\arcmin\).024 - 5\(\degr\).779). The smallest scale for which O VI column density variations has been found is \(\bigtriangleup\theta\) \(\sim\) 1\(\arcsec\).44. Comparison of the O VI velocity profiles with Fe II gives evidence of intermediate velocity clouds (IVCs) and/or high velocity clouds (HVCs) components in the O VI absorption.