From the Ford service manual
Here is the excerpt from the Ford manual.
EGR Flow Excessive Detected
The EGR system is monitored for undesired EGR flow during idle. The EGR monitor looks at the DPF EGR signal at idle and compares it to the stored signal measured during key ON and engine OFF. The test fails when the signal at idle is greater than at key ON engine OFF by a calibrated amount.
EGR valve stuck open
Plugged EGR vacuum regulator solenoid vent
Plugged EGR tube
Slow responding D.P.F. EGR sensor
Damaged DPF EGR sensor
Improper vacuum hose connection
Plugged vacuum hoses
EGRVR circuit shorted to ground
Damaged EGR vacuum regulator solenoid
A DPFEGR PID reading that is greater at idle than during key ON and engine OFF by 0.5 volt or a rough engine idle, may indicate a hard fault.
With that done, the EGR might be bad, but then again it could be something as simple as a cracked Vac line.
Best bet is to start checking at the back of the throttle body, for a cracked vac line, where it makes a 90 out of the T/B. At that age, I would suspect a cracked VAC line first, but this does not mean that it will not be a EGR or DPFE either.
Another member posted some nice pics with the locations of the EGR.
If you troll the search pages with the term EGR* or P0402 and P040* then you will find tones of info with location diagrams.
Just use the search button at the top of the page, on the right hand side.