most gsi didnt come with an EGR valve. if you have, its usually on the inlet manifold, its a cylinder bolted in with two allen key bolts . You cant really check, just clean it out and make sure there isnt any soot or dirt blocking the two holes on the cylinder and the base it came from.
howtomendit.com for free repair help, information and advice.
Try fixfault.com to fix cars.