No need to, you are ok. Your 2005 truck does have one. Its located on the rear of the driver's side head. Its actually very bad to change.
If you look at the left side of the plastic intake manifold, a bit to the rear of the throttle body you will find a metal tube coming off, it makes a 90 deree bend to the rear. Follow this tube to the rear of the left head, and you'll find the egr valve. Its in about the most horrible spot you could imagine. You'll have to lay on the engine to replace it. A drop light is a must.
The EGR tube comes into the left side of the valve. It has 2 8mm bolts that hold it on. I always use a 1/4" drive 8mm swivel socket and a 3" extension. There really isn't much of a choice. Be careful when you get about done removing it, the gasket may fall and your new valve won't come with one. There's an alternate way to get the tube off, I'll get to that.
To remove the valve from the head you have to remove 2 10mm bolts. The bolts go straight down from the top. Don't bother looking for them, you have to feel for them.
The other thing you can do is remove the 2 bolts that hold the valve to the head and remove the valve and tube together. When you put it back together you have to leave the tube loose from the valve or you'll never get the bolts back in the valve-to-head joint.
After you're done replacing it (if you even decide to once you find it!), disconnect the battery for a few minutes. This will clear out the false fuel adaptives that have been recorded in the engine controller's memory.