Can you please tell me where the EGR valve is located?

 

If yours has one, it'll be mounted on the lower intake manifold below the throttle body:

 

They are known for multiple things especially in the winter so be prepared. Here's a list for you so you know ahead of time if you decide to buy one. And get all that checked or before winter time give it a tune up for the hell of it.
Battery $80( winter time)
Starters $140 - $160/part
Fuel pump $120 - $200/part
Fuel Sending Unit $100/part
Coil Pak $35/part
Full tune up - Wires, Spark Plugs, Cap & Rotor $75 - $125( check before winter hits because it make your truck run like sh*t, ive been there trust me and its not fun lol )