I think all Explorers have an EGR valve. Since I am not sure, I'll tell you where it is.
On the drivers side top of the engine, Above the oil dipstick just behind the power steering pump. Mine is silver, although the old one was black. It has the part number SAE-SJ460-AA stamped on it. It is marked with an arrow pointing up that says TOP. There is an electrical connection coming out the side of it. There is also what looks like a small vacuum hose coming off the bottom.
I had a bad EGR valve, and that is the part FORD replaced. Hopefully I am not misinformed.
Steven
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Stock 94 XLT
PIAA Superwhites.
Vampire Alarm.
Jensen Head w stock Premium sound.
Radio Schack CB with magnetic mount antenna.
Uniden Scanner.