Can someone please assist me in getting behind the bottom of these issues. My first question is do JDM H22A motors come with EGR valves because someone told me they don't and I have one on my motor. Lastly I have a JDM ecu connected to my motor and I have a "check engine" light coming on. Can anyone tell me if this usually happens and what it might be, I would really appreciate the help. Thanks.

Yes they do have EGR. A check engine light means that something is wrong. Do a search on here, on how to pull the code and then look up what the problem is. But it shouldn't have anything to do with it being a jdm ecu, the check engine light should come on with even a usdm ecu; since there must be a problem.