I must assume you bought it used and don't know the old owner to ask? There are a few different ways to do this Mod. But for starters, and to answer your question; look to see if you still have the EGR valve in the intake manifold, and that it is plugged in. Here's a link to see location
http://dan.prxy.org/Truck/6L_html/html/Page_037.html It's located between the oil filter and the intake elbow. Looks like a little 6oz.beer can w/ wire plug connected to the top of it. Also, do you know we have a "6.o Bible" sticky at the top of the threads for complete pictures. You can look to see if you still have your EGR cooler. If that's missing then you definately have an EGR delete/EGR cooler delete.