The EGR valve on a 1995 Dodge Ram 2500 5.9L Cummins is located on the
passenger side of the engine, near the back. It's usually mounted on the intake manifold. It's a relatively small, rectangular valve with vacuum lines connected to it.
Because of the engine's location and components, you'll need to be somewhat familiar with the engine bay to find it easily. A shop manual or a picture of a similar engine would be helpful for visual confirmation.
