My check engine light is on and I'm almost 100% sure it's the EGR.

Does anyone know where this is located? I'd like to replace it.

Thanks

What engine? Are you postitive it's the valve for any code mentioning DPFE, Ford has us automatically replace the DPFE sensor and that always fixes it. But regardless, which engine do you have?

no matter what engine there should be a pipe coming off of your exhaust manifold with the egr sensor on it. I have an 01 mountaineer with the 5.0 and mine is on the passenger side