The EGR valve on a 1995 Camaro Z28 (LT1 engine) is located on the passenger side of the intake manifold. It's relatively easy to spot because it's a small, usually rectangular, valve with a vacuum line connected to it. It's generally near the back of the intake manifold, somewhat towards the firewall.
You'll likely need to remove some components (possibly a heat shield) to get a good look at it. A picture search online for "1995 Camaro Z28 LT1 EGR valve location" can be very helpful in visually identifying it once you're looking at the engine bay.
