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If you're talking about the pressure feedback EGR sensor, there should be a small hose leading to the sensor from the EGR.
I'm guessing, 'cuz that's how it is on my Ranger. My Bronco isn't parked here, so I couldn't look at it. It's a '92, and I'm fairly sure it doesn't use one because I seem to remember that it uses the regular mechanical sensor. I could be wrong though.
When I was selling parts, the PFE's weren't available on the aftermarket. They are now, at least through Standard. Don't know the exact $$, but they're not real cheap.