The EGR valve is located on the left side on the rear of the engine. Since the engine sits sideways in the vehicle it will be right about in the middle of the engine compartment towards the front of the engine. It unbolts with two bolts. You should do this when the engine is cold. I'm assuming that this was properly diagnosed that the EGR valve is bad. There could be other issues like plugged EGR passages, poor connections, power/ground issues, computer issues, and wiring issues if it hasn't been diagnosed. If the vehicle illuminated the MIL and the code was an EGR code it's important to diagnose the problem before replacing parts. An MIL will get you to the problem area but it will need to be diagnosed to pinpoint the actual problem.