It is usually very close to the valve and has 2 vacuum looking ( actually they carry exhaust gases, not vacuum )lines attached to it and an electrical connector. The lines go to and from the exhaust system and they transmit back pressure to the sensor. The sensor is called the DPFE or Differential Pressure Feedback EGR Sensor ( a mouthful ).
Why are you replacing it? Do you have a code for it?
Look for the DPFE near the valve, that is where Ford places it. It is usually within 6-12 inches. Can you make the engine die when you apply vacuum to the valve with a vacuum pump? I ask this, because the X401 code series means insufficient EGR flow, which can be a defective DPFE ( very likely ), defective vacuum solenoid and/or plugged passages.
Yes, I am replacing it. I have the part but can not locate it on my engine. The Hayne & Chilton repair manuals do not show a diagrahm of the DOHC engine. My guess is it is on the backside where it is not visable. The code is P1401.