Ford Certified Technician
On your model I am about 85% sure it is not equiped. My 92 model does not have an egr either. Egr valve is not used on a variety of vehicles with 4.0L including Ranger, Explorer. Even on 2000 models. In other words if you don't see it, then it is not equiped, if it were it would be on the drivers side of the vehicle near the top of the upper intake manifold (also known as plenum). See ya.