On my EJ25 the EGR is part of the intake manifold. There's a pipe that runs from the EGR valve down to a port on the back of the driver side head. I would think it would be pretty easy to see if it's there or not on the engine in the car and the spare engine you bought.
All the stuff on the left of the picture is the EGR system - the valve itself, which is vacuum operated, the brown vacuum solenoid on the bottom of the intake with the vacuum lines attached to it, and the black plastic thingy on top of the manifold.
Here's the back of my driver side EJ25 DOHC head:
The open port on the lower right is the EGR port.
Check what your two engines have and let us know what you've got. I'm not sure how the EJ22's EGR is set up, but I'd willing to bet it's damn similar.