Where is the canister purge valve located and how do I replace it?

Check engine light came on. Went to Advance Auto, he checked for the code to see what the problem was. He said the canister purge valve was showing that it was bad and needed to be replaced.

Exactly what code was setting? Pulling a code isn't diagnostics, that is only the first step. While there are some codes that can be attributed to a specific part do many not.