The EGR valve on a 1995 Pontiac Grand Am is located on the intake manifold, usually near the back of the engine. However, the exact location can vary slightly depending on the specific engine (3.1L V6 or 2.3L 4-cylinder). You'll need to consult a repair manual specific to your engine for the precise location. A diagram in the manual will be the most helpful.
Because of the potential for variations and the importance of accuracy when working on your vehicle's engine, relying solely on a general description isn't recommended. A repair manual (either a physical book or a digital version) or a detailed online diagram for your specific engine is strongly advised before attempting to locate or service the EGR valve.