To find it, you'll need to consult a repair manual specific to your Dodge's engine. A repair manual will have diagrams showing the exact location. You can usually find these manuals online or at auto parts stores.
Generally, on most Dodge diesels, the EGR valve will be located somewhere in the intake manifold area, often near the back of the engine, and connected to both the intake manifold and the exhaust system. It's usually a relatively easily identifiable component.
Searching online for "[your engine type] 2007 Dodge EGR valve location" will also yield images and diagrams. For example: "Cummins 6.7L 2007 Dodge EGR valve location" or "Cummins 5.9L 2007 Dodge EGR valve location". Be sure to specify the *exact* engine.